Thanks for the responses everyone. I had a sneaking suspicion that they were not legal, but just had to ask since I see many breeders on Facebook openly selling A.dichotoma and people mentioning where they bought theirs from in the captions whenever they upload pictures of them. I thought it was super odd when I kind of confronted one of the sellers asking them how they were able to sell these beetles and got this whole run around of "well most beetles aren't legal in the US" and then their "explanation" never adequately answered my initial question of legality of the beetles.
I have always wanted A.dichotoma, I grew up with many shows depicting the Japanese rhinoceros beetle in some way shape or form; Medabots, Digimon, Pokemon, etc so I have always been super into that beetle as it is the first horned beetle I remember seeing. I would never try to buy a living creature that is illegal, and would make sure that if I do purchase one it is 100% legal. Maybe I can own some some day once I acquire the proper permits from APHIS?