I understand that shipping it is possible. I have done the same when shipping to Phillip's. Never really gave it a second thought.
Looking at it from a lawful standpoint, just sending it to an address given over the phone by someone that supposedly does have a FFL , even though in these instances you have a real good idea they do, legally seems hazy, but not unusual.
I found this on another site in reference to shipping through the USPS.
"Shipping to an FFL, without a signed inked FFL in your hand:
The shipper/seller, for their protection, needs to verify the receiver is a licensed dealer. They need to ask for the receiver's FFL Number.
The shipper should then go to this website to verify the license and address: ATF FFL Ez Check Site.
The shipper should print the screen they get.
They can then legally ship the gun to the receiver, but only at the address verified at the Ez Check Site."
I think this is the reason why the BATF came up with the EZ check system. Legally if anything should happen, you have to have proof that the address you send the gun off to is at least verified as an FFL holder, because the FFL holder is not required to send off a copy of his FFL.