I would actually be interested in knowing the specific methodology of their request. Obviously you can't just flag everybody who shops at bass pro because that's like half of America and would make a very useless watchlist. There is probably some poor understanding of Bayesian statistics where if you buy X and Y and Z the odds of you being "dangerously based" goes up.

It's also good to know this stuff for self preservation purposes. Maybe you don't want to buy fishing rods off the dark net but doing transactions with significant cash at innocuous stores might be a good idea.