That's probably a consequence of you having stolen this particular weapon while it was considered property of a Primm resident. This works exactly the same for all stolen items in the game. To verify this, try selling it at a different trader (Goodsprings, for instance).
I didn't steal it. Picked it up off a powder ganger's corpse. Can't test it in Goodsprings because I dropped it on the ground in Vicky and Vance in frustration, and now picking it up is "stealing".