If you're buying from him, face to face, I don't think that applies. If he wants maximum protection he should probably take down proof that you are not an Illinois resident, like your driver's license number. I offer this only as my opinion. There are some things I'm sure of and this is not one of them.
If he is shipping the gun to you, it's a federal law, not Illinois, isn't it? It's true, in any case, that he can't ship it directly to you.