While muzzle loaders are not considered firearms and in most states can be shipped without the FFL involvement,some states have changed and require that Blackpowder guns be shipped through an FFL.Michigan is one such state,.
here's a quote from a dealer, you can find the same info on cabelas or any sight that sells Muzzleloaders.
All black powder/muzzleloader orders from the states of MI, IL & NJ or shipping to the states of states of MI, IL & NJ must be placed through an FFL. In these states, please follow our instructions in the section of this page titled How to Buy Firearms.