Although, that might have been a way of trying to convince the user. I'm not going to get my pitchfork out, but I do believe users should be cautious dealing with this user in further message exchanges. Not that I distrust them entirely, but at the very least advise caution.
On a side note, I don't like that anyone can find out if a user has a security question or not. I'm not a fan of security questions in the first place, but probing like that just opens up those accounts for further attack. I kind of wish that the security question field popped up regardless of if a user has set one or not. If someone tries to guess the security question of one of these users, it simply just gives a non match, rather than indicating they don't have one set up.