Legality....YOUR state may or may not be fine with it. If a state essentially copies Federal law on guns, and classes antique-type non-cartridge guns as non-firearms, then it is fine. BUT, if your state does not differentiate such as "a firearm is any device capable of propelling shot or bullet by expanding gas (to maybe include air rifles), etc etc etc", then likely barrel length restrictions will also apply to the muzzleloader.

To be frank, most southern states do NOT class muzzleloaders separate, I know TN and GA DO, but AL/MS/AR/OK do NOT, or something like that...and yet still freely mailed by major chains to those states, as obviously prisons not filled with muzzleloader convicts as most law officers just see a.muzzleloader and know the feds do not care. Other states allow convicts to own muzzleloaders, such as FL, I think.

Anyhow, just because they will mail it to you, does not make it legal, so, check before purchase, or, use with discretion, for your area.