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You have to show ID, and get fingerprinted (at least here in Oregon) plus the sheer number of NICs checks buds would have to do would be pretty extensive, and they would have to coordinate with so many different agencies here in Oregon all background check are conducted through Oregon State Police, and In ther states its the DOJ that runs them and other states it a different agency still, then there are all of the vastly different gun laws and regulations not just state to state but in some cases county to county or even city to city. This would be an absolute Logistical nightmare for an online retailer to try to run every check on every item sold, the way they do it distributes some of that work load across many ffls and agencies so buds can focus on their buissness, if they have to ship a gun back here and there thats a lot less hassle then the alternative.
Greg, if Bud's did the NICS check, you would have to physically go to Bud's to get your gun. Bud's cannot do the NICS check and then have someone else transfer it. And handguns, by law, must be transferred in your home state.
Gregory, it is the actual transferring FFL (your local FFL) that is federally responsible for the transaction of making you the confirmed owner of the firearm. Even though you purchased from Buds you are not the owner of the firearm until your credentials are confirmed and paperwork completed before physical transfer of ownership to you. The sending FFL cannot do this. Only your local FFL who has legal jurisdiction in your State (says so on their License). This has been Federal law for quite some time. Cheers and stay safe!