If he posted a signed message from an address previous used by the anonymous account, wouldn't that compromise the account's anonymity?
He doesn't need to post it now. If escrow is used then he can provide it to escrow prior to him receiving funds for the transaction. The escrow will not release funds until a signed message can be verified.
By agreeing that he can sign a message now he can give more legitimacy to the account he is trying to sell.