Not trying to be dense, but why would you care what the Missouri State Police think about you selling ammo to Indiana resident? For that matter, why would you care why any LEO wanted to know if you sold ammo to anyone? What is prohibiting a communist State resident (California, New Jersey, New York, etc) from purchasing ammo from any Walmart or rural King in Indiana? There's nothing illegal about that.
And honestly, how would you even know if you sold ammo to the person (do you track ammo sales down to the individual level)?