There is no way you don't have an exchanger in your country because it's developed more than some neighbour countries which already have exchangers.
You can always use localbitcoins when looking for local exchanges.
There are literally no offers on Localbitcoins in Azerbaijan. And he said he has a USD account. Maybe he wants to receive USD directly. Maybe he'll get a mediocre exchange rate if he sells for local currency and converts. I presume he asked what he did for a reason.