Stormbringer, you're that guy from the CFD! Kewl.
Anyway, we had the same problem here in Winnipeg with a certain local store. Some schmoozing and education resolved the issue - they still ask to see your license, but now they don't create a database on your ammo purchases. It's very legal, is respectful of the privacy of a store's customers and is the same policy followed by the largest retailer in N America, Wal-Mart. If they wanted to create a database on you they could probably do a reasonable facimille of it anyway using cc or debit card #s, but that's not the point.
But Po89um is right, 32 ACP deserves to be handloaded. With diy cast bullets and half a gnat's mouthful of Bullseye, the loads are as cheap as 22LR. Speaking of handloading with those about-to-be-regulated 'inexplosive ammunition components' have you checked out bill C-42?