I think you came out ahead. Two points:
1. I agree the "no wire transfers" is a scam. All CU and banks do them. How do you think they transfer money between each other?
2. For years, I put in my ads "i will not deliver". And yes, I still get people who think that's my job. The buyer's responsibility is to do all that, not the seller. Sure, you can help as much as you can and/or deliver if you want to, but should not be a requirement.
Bottom line, sometimes deals don't feel right. When the buyer keeps changing or modifying what they are doing or want you to do, walk away.