I'm wondering why they are saying something like this!
Probably because they know that if they respond here they will have to provide some evidence (which is clear that they don't have) to refute the accusation and clear their name. So they just play the denial card and hope the victim will forget about it and let it go.
It looks like their strategy is working since despite all the accusations on their
ann thread) they didn't get any red tag or any negative feedback on their profile.
OP, Mahdirakib is right, you should create a flag against them. Maybe it will save someone else from falling victim for his scam.