Might be wrong, but either he doesn't want to sell very bad or possible scam. Raises a red flag for me but hope it isn't. As 303 said, FFL will calm his worries. Offer to pay on his FFL if needed. Good luck
Or, as likely, he is selling on Armslist trying to get a local sale and he is concerned the long distance buyer (OP) may be a scammer. Have an FFL local to him deal with your own FFL. That should accomplish giving him whatever peace of mind he needs.