Colorado may indeed have such a law, but I doubt it! Under current Federal law, you can purchase a long gun in any state where there is no local law against it, as long as you pass the "instant check".

I see you live in TX. If your father is from TX also, I suspect what happened to him was just another case of "Texan Abuse" by a citizen of Colorado. They love your money up there when you go elk hunting, but would prefer it if you'd just stay in TX and send them the money.......