This sounds too fishy. I would assume the rifle is worth between 500-1000 bucks. Why in the world would you ship without payment? If he were trying to screw you he would have taken the payment and then not shipped? I would think that there was an issue with communication but still would not explain why he shipped. People scamming do not spend money on shipping. They will wait for the sucker to spend theirs first.
You agreed to buy the gun and then didn't attempt to settle up for a week later? I would think the sellers frustration is you not paying timely. The seller probably had incorrect contact info which would explain why he did not contact you sooner demanding payment.
Either way at this point this deal sounds dead. I would send it back. Just saying go f off certainly will end your relationship with your FFL. He will be stuck with a gun and a situation because of you. As Dr Grant said this will just add to the list of poor transactions that stop FFL's from transferring out of state stuff.
Did the seller offer a 3 day inspection? It is always wise to copy yourself with important emails when you send them to others. When they don't get them, which happens to me often, you can reply to all and everyone gets a copy of a sent copy. Verizon is notorious for e-mail (incoming and outgoing) arriving a week or more after it was sent.
I'm not a lawyer and I don't pretend to know crap about interstate gun sales but, when I took business law many many years ago in college we were taught an item that is sent to you, with your name on it, that you did not order is considered a gift to you. Since you had asked for payment instructions you were implying that you wanted to buy the gun but did not actually buy it. Its not your fault he shipped it to you. I'd tell him pay the return shipping or you'll consider the gun a gift.