Well I guess having been involved in enforcement myself and realizing that it wouldn't be a 'career enhancer' if I were to be involved in any form of illegal activity...I stopped, parked the car and walked into the US Customs border office and asked the question.
The answer from the officer ( supervisor ) on duty was " the onus is on the 'seller' to insure the purchaser is qualified to purchase and possess ammunition". If you have a bill of sale for your purchase then you are not considered libel in any action that could result from your being detained while trying to leave the US at a maned border crossing while in possession of legally obtained ammunition. If you buy ammunition from a private seller then get a bill of sale.
Oh, and we aren't talking about 53' van's full of ammo here are we? I assume private vs commercial. Forget commercial, that requires a separate tractor trailer for the paperwork.