probably they could but is it worth there time for a bike they'd struggle to sell for £600 with no docs?,
I still think there are descent people out there running honest businesses, if your that paranoid get a mate to order it on their card, delivered to their address then you aint got a problem, its still much quicker/easyier than ordering one of the fleebay Bulgaria specials and getting it cut.
also whats to stop someone looking at your bike and reading the barrel no. and then going to get a key cut? Bottom line never leave your bike secured with only the steering lock all it takes is a bored kid with a screw driver and its gone.