I gave a bill of sale once, but never asked for one. When I sell a gun, which I do every now and then, I do not want to know anything more than required. Let's say, I sell a gun to someone, they resale it and eventually it kills someone. A bill of sale might be helpful in a civil case. On the other hand, I sale the gun to a someone, they kill somebody else with it. A bill of sale proves, I was the one that sold it to them and it did not go through several transactions, which could hurt in a civil case.