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.
I believe Bitcoin message is not the only way to do that, I can provide transaction information which are gained from signature campaigns and you can check if it's the same Bitcoin adress or not in Blockchain.