They don't purchase them legally - they are all illegal unless captive bred, and I very much doubt any of those claiming "CB" are actually captive bred. So with the exception of the elusive "truly" captive bred, all of those being sold to people outside of Arizona are illegally collected or exported, be it from Arizona, New Mexico or Mexico (they are protected in Mexico too).
No, but that toad was used to people - a wild toad would suffer a lot more stress because it's being "abused" by a large mammal that it thinks will eat it.
You had best find a country where that's legal then.