I was in the Bill's Lilydale location a few years ago and found a nice little M1 Carbine that I was interested in. I knew enough about them to know that I needed to look up some info on it when I got home to see how correct it was, so I whipped out a notebook and wrote down what types of parts it had, the finishes on them, etc. One of the employees came running (literally) across the store and yelled "WHAT ARE YOU DOING?????" I told him exactly what I was doing, and he said, "well, just don't write down the serial number!!!" Obviously, having the serial number was necessary to verify what parts the gun was supposed to have, so I wrote it down anyway. I mentioned it to Bill Penny the next time I was at the Robinsdale store, not to get the guy in trouble or anything, but to see if there was a reason for all the drama. He didn't have a clue, either.
I think the paranoia over serial numbers is just the same crap you hear about other issues from a lot of people who are into guns. The government is out to get us, and all that. Whatever.