But wait! Laws are for The People to follow, not for The ATF.
Recent changes in BATF regulations require nonimmigrant aliens to have an approved import license to bring firearms or ammunition into the United States. Although the text of the regulations states that persons engaged in hunting and competition shooting have an exemption from the licensing requirement, recent information from the BATF indicates that they are using their regulatory authority to override this exemption and require an approved import permit of all visitors.
BATF seems to view the import form as a way of verifying that visitors to the country really do fall within the exemptions outlined in the law.
Federal Requirement for Aliens Bringing Guns into the United States