RG is a gun shop, not a tech empire. Most businesses have a company run/manage the website for them, and the store only inputs data fields (although the RG site is kinda... basic). Having your VPN site rejected from their web site is more of a 'you' problem, the store isn't specifically listing and banning the IP addresses. Could be lors of things, likely the vpn has too many users on an IP that triggered a notification from another service provider (a company that manages security and monitors 'hyper-active' IP addresses. The stores aren't banning the use of VPNs, they are just taking security steps to reduce online issues. Its just some things the vpn does also trigger those protections. And, yeah, if you are thinking the vpn is stopping anything being tracked, would you be interested in buying this bridge?
But if you aren't willing to shop on the website of a good, brick and mortar gun store because it blocks your vpn, I'm sure your browser works just fine at Tenda or FOC...