I don't think you'll get in trouble but to avoid a headache and a negative I'd just send him the box.
I have to say I agree with poopsie2 here... I just don't think Bonanzle negatives carry the same weight as eBay negatives. JMHO.
I really hope OP doesn't let this PITA buyer get his way... some of these buyer horror stories have just gotten so out of hand lately.