But I assume your reply was meant more as a "GOTCHA" snark comment than a real conversation starter.
Although it's illegal to "knowingly" sell against those rules, most buyers don't live by the "don't ask, don't tell" methodology. So in a lot of cases (don't have statistics on it), sellers will want to verify the buyer's home state, and probably even keep a receipt with the name incase the gun is used in a crime, and the ATF comes knocking at the buyer's door.
http://www.washingtontimes.com/news/2015/feb/11/federal-cour...
...the ATF comes knocking at the buyer's door.
Removing the seller removes supply and leaves demand in place, making illegal sales more profitable (and eliminating part of your competition); removing the buyer removes demand, making the supply less valuable (and possibly putting you out of business).
In the scenario of a transaction not documented in compliance with law, you wouldn't know where the buyer lives.
After all, we require cars to be insured, and with cars, violence is at least a byproduct of proper use. It's a no-brainer to do the same for guns.
Keeping guns around is risky, but right now society bears that risk, not the people who insist on keeping guns around.
As far as the comparison to cars, we require insurance for cars operated on public roads. Also with cars, the morbidity and mortality is overwhelmingly associated with accidents; with firearms, it's deliberate acts (either suicides or intentional shootings), neither of which would be covered by insurance.
I'm not sure I see what mandatory liability insurance is supposed to accomplish, since it would rarely seem to be applicable. The cost of the insurance, since it would likely rarely pay out, would seem to be too low to make gun ownership unaffordable (which would seem to be your goal, based on your earlier comment of "Sure, better get ready to buy a big insurance policy!").