Traditional Muzzleloaders are considered exempt from the Federal Firearms Act:
18 USC 921 (a)(16). (Exemptions.)
(A) any firearm (including any firearm with a matchlock, flintlock, percussion cap, or similar type of ignition system) manufactured in or before 1898; and (B) any replica of any firearm described in subparagraph (A) if such replica -- (i) is not designed or redesigned for using rimfire or conventional centerfire fixed ammunition, or (ii) uses rimfire or conventional centerfire fixed ammunition which is no longer manufactured in the United States and which is not readily available in the ordinary channels of commercial trade.
However, individual States down to local governments may and have put further restrictions on them. So it is best to check State and Local Laws.
Also, even if the ML guns are exempt in one's area, you still may run into a problem discharging them in towns or cities; due to noise control or public nuisance ordinances.
Gus