I'm having pretty much the same experience here in Baton Rouge (Louisiana has the same three day exception following a "delayed" sale). I bought a shotgun from Academy in April and walked out with the gun right then and there. The whole thing took about 15 minutes. Later in June when I wanted to purchase a pistol from Cabelas, I was "delayed" but was told that I could pick it after three days if they didn't get a "proceed' before that; I picked up the gun 3 days later. I now am trying to buy a .22 rifle from Academy and it's been 5 days. I've been told the same thing that GregR56 has been told; it's company policy not to release a firearm until the applicant has been cleared and after 30 days you may re-apply. I talked to a manager today and he explained the policy to me. I commented that he should go back over the lists of delayed applicants from the last couple of years to see how many guns from those lists they actually sold before folks blew them off and purchased somewhere else.
I don't think they are going to hear back from my application ever.
I also bought a pistol about 3 years ago from a shop with no wait. I'm a regular citizen with no record.