I recently closed my ffl. I talked to the ATF about the forms, prior to deciding to close it. They are government forms, not the dealers. You are not allowed to, from what they told me, make extra copies, disclose any indformation or use it for any purpose except what if was meant for. Every form you fill out is another purchase and you are not allowed to fill them out for your own records. When you have a customer fill it out you are acting on the ATF's behalf, not your own.
I would bet that some dimwit at walmart thought this would be a good idea and didnt check on the legality of it. I would laugh my ass off if they got in trouble for misusing government forms when they were trying to kiss ATF ass.
Its a lot like keeping extra copies of credit card reciepts. It would be handy for the records but its still illegal. The information on the 4473 is confidential between ATF and purchaser and the ffl holder has no rights to any use of the form other than what ATF dictates.
Id love to have extra copies, that way I would know how to get a hold of old customers. Too bad I have to ask them in person instead of stealing their info off a government document. Damn those privacy laws.