Complete BS on whomever said an SSN was required by the Feds. Federal agencies have strict guidelines on when and how an SSN can be requested. And when they do, they must provide Privacy Act information on how your SSN will be used and how long it will be kept. Private companies have no such restrictions. They can request it for any reason, but you have the right to refuse and shop elsewhere. So, if Cabelas was demanding it, it is their own policy, either corporate or local. But it's not because it is "required by the Feds". If so, they would then be required to provide each customer with a full Privacy Act disclosure notice.
Actually, this sounds very fishy, like a Cabelas employee up to no good.