There is a paper trail associated with being able to receive such a heavy thing in the mail ( you'd have to send it to a location you control / own / rent etc )
Suppose you buy the machine, build your own gun, use it for some bad purpose. If the gun was ever found, it could likely be traced back to you. How many people have guns created with the ghost gunner machine? Not many. Can you tell a ghost gunner cut lower from other methods? Yes.
The whole thing is just a publicity stunt. When there is a local shop in a major city where I can go in and rent a ghost gunner machine for a day, in cash, providing nothing but a large deposit to guarantee I bring it back, then and only then can such things really be untraceable.