The OP didn't have to do what he did, and I wouldn't blame him if he just went on his way. He in no way has any obligation to get involved.
That said, as long as it's brought up discretely, I'd have no problem with it.
I did have a similar situation a couple of months back, and although I wouldn't have gotten into trouble, it would have been a possible bad scene.
A woman came in to buy a gun. She wanted a handgun, under $300. She didn't seem to have any great knowledge of firearms. In and of itself, nothing illegal.
However, one of my regulars (a probation officer) recognized her as the wife of a guy who's been in and out of the local correctional system on drug charges (one involving weapons), and he let me know.
After a couple of subtle questions, it became quite obvious that she was buying for her husband, and I was able to cut the sale off.
If the sale had gone off without me knowing, I wouldn't be in trouble, but trust me, if the gun's used in a crime, you don't want the ATF guys giving you the eye when they come in to do the trace. I have a deep-seated fear of guys in polo shirts with clipboards.
As I said, no obligation, but I was glad for the heads-up.