There are several people in the distribution chain: manufacturer, at least one wholesale distributor, shipper and local retailer.
It's quite possible your firearm was ordered but has been placed in a queue that was temporarily shutdown until manufacturers were allowed to go back to work. Still, many are operating with a minimal crew and trying to meet massive demand.
You may just be a victim of unfortunate timing. If your order didn't make it to the manufacturer or distributor soon enough, it might be buried under hundreds of other waiting orders.
Or, your order could have been lost by the shipper.
Or, the gun arrived, and the store hasn't been able to match it up with your order due to an overwhelming number of customers with perhaps fewer employees working.
With the way gun prices are going up, I wouldn't wait to go to the shop. If they have to reorder it, they might not be able to get it again for that price.
These are not normal times, so all of the normal rules aren't going to apply. Don't be surprised if the distributor is sending earlier orders to retailers paying panic prices.