I do know that I've heard federal law prohibits those who smoke or sell marijuana from having firearms.
But head shops (had to look it up) as far as I know from the ones I've happened into, don't sell marijuana, or any other illegal drug, at least not that they'll admit to someone they don't know well.
So the idea that it would be illegal for them to have CPL's seems like it would be illegal for a Target cashier to have a CPL because they sell condoms which inevitably will be used to nail hookers. Completely absurd.
I've been poking around google, but can't find such a thing. Still wouldn't surprise me if it exists.