Because they know he will 3d print a gun with it. Which is as far as many sources claim also legal in the USA as long is it made from metal and not sold.
So what did Cody do? He put a 15000 USD bounty on Mark One machine.
You can think whatever you want about Cody Wilson but he certainly knows how to use the media. Things are getting interesting in 3d printing :-)
We will probably see first carbon fiber 3d printed gun very soon...