The phone meta data on everyone they are storing likely also includes your exact location even while not talking on the phone. Your phone stays in constant communication with the towers, and based on factors such as signal strength to the various towers they have your location.
So they know if you've ever gone to a gun store, gun show, etc.
Also, since Clapper flat out lied in front of congress pre-Snowden about this, why would anyone think he would admit to an illegal gun registry until someone like Snowden drops the proof? He'll just lie again until caught, then claim some BS to weasel out of it. That is what this administration does from the top down.