Technically, they DO know what they're talking about. No, there is no real official "dual residency".
There absolutely is dual residency
as far as buying a firearm is concerned.
Directly from the 4473 that you will fill out. Instructions for question 2 and 13.
http://www.atf.gov/forms/download/atf-f-4473.pdf
If you are a U.S. citizen with two states of residence, you should list your current states residence address in response to question 2. (e.g., if you are buying a firearm while staying at your weekend home in state X, you should list your address in state X in response to question 2.
Basically if you own a home or lease a home all year long in the other state you qualify.
You must provide the dealer with proof that you are actually residing in this state.
The proof must be government issued. A lease is not valid. A vehicle registration, voter registration card, hunting or fishing license, tax receipt, etc... etc... is valid proof of residency