But I believe you might be wondering why a person from state A cannot, while in state B, purchase a handgun and take immediate possession after having cleared the NICS check. Especially when a person from state A can purchase and take possession of a long gun (rifle or shotgun) in state B* after passing the NICS check. The best explanation I can give you is: Because handguns are evvvilllll-er than rifles and shotguns so therefore SHUDDER! (Yeah, I know. It makes as much sense as a fish on a bicycle. But then it was an idea that went through Congress.)
The fix for this is gong to be a long haul - just look at what it took to get the rule on purchasing rifles/shotguns out-of-state changed. There is an additional component that most people will not talk about - that because handguns are evvvilllll-er than rifles and shotguns little support can be expected from the rifle and/or shotgun crowd unless the proposed change somehow threatens their toys.
* The current rule says that the purchase must be legal in both state A where the purchaser resides and in state B where the purchase takes place. This is a vast improvement over the previous rule that required additionally that this could only take place in contiguous states - ones that shared a common border.