Some countries don't offer paypal and some buyers simply do not have a paypal account because they find it too risky. It may sound strange, but some people are worried about internet fraud & having their bank/CC details out there.
I have taken 5 WU payments altogether mostly from Europe. When you sell an item all of your information is provided to them by ebay anyway so she should already have your name, etc. She does not need your bank information or anything like that. All I did was wait to hear from the buyer with the transaction number, WU does not call you. You can go to any WU office to collect the payment most supermarkets have a WU machine at the customer service desk! You just give the clerk the transaction number, the buyer's name & address & present your ID.
I think the scams are the fake WU money orders that are mailed to you and sometimes hundreds of dollars over the item value.
Like I said I have no problems accepting them as at least there won't be a charge back & no PP fees!