And block his PMs if they continue to come, which I doubt they will.  I've received odd, almost random PMs by members like this one before and I don't think it's a huge deal or even a major annoyance worth reporting.  That guy didn't seem to be merit begging, just complaining to you.  If you wanted to be a really nice person you could take a look through his post history and see if there's anything there worth a merit or two.

I might do that myself, actually.  I won't give out any charity merits, but it's possible he's made at least one or two decent posts.