It stands to reason that retailers link transaction information--including serial number--to unique individual identifiers. It is possible this data is traded.
It is depressing that people in Western democracies have to worry about authorship identification via printers the same way people in the DDR had to worry about authorship identification via typewriter. But here we are.
These might be informal (e.g., used appliances) or organised (straw purchasers or organised purchasing of burner phones, the latter was a subplot of The Wire.
Of course, utilising previously used devices might itself lead to traces for those printers, though that's probably a relatively low risk: the likelihood of any given printer producing output that's generally identifiable is relatively low.
That said, a fair point and consideration for anyone facing this threat model.
Also, they're so rare now that it would be circumstantial proof of use if a color page lacked tracking dots and readily matched with the printer.
Your best bet for printing something without being caught is a burner printer: pay someone else to buy a printer out-of-state in a store with cash, do your business, and toss it.