Jimmy, yes Sir, that would be the reason. You can see a state by state breakdown here : https://lawcenter.giffords.org/gun-laws/state-law/50-state-summaries/prohibited-people-state-by-state/

Jimmy, Besides a felony if the probation is due to a domestic violence offense that would prohibit firearm ownership by the Feds also.

here is info for a appeal in AZ azcjc.gov/node/830

It would depend on what you are on probation for You FFL should be able to give you a phone number and case number so you can call and get more information about the denial and a process to appeal the denial