RFD transfer?

This might be a dumb question, but I'm looking for my first gun and some of terminology is throwing me off. I'm looking around at a few guns on guntrader. Just locally as I would want to see the gun first. I've seen a few ads that state RFD transfer payment required. I don't understand why this would be a requirement to involve a third party? Surely the seller can just transfer to myself or am I missing something?