Well, no.
The customer is in effect asking for an 'off-eBay' sale.
Which is dumb, because buying through eBay gives him slightly stronger Buyer Protection that paying through Paypal alone.
(There are circumstances when sending an invoice through Paypal, with the eBay transaction number noted in the textbox, is the simplest way to speed a transaction. For example, selling to a customer who is buying from one seller who lists on multiple eBay sites in multiple currencies.*)
Since you probably don't want to sell off-eBay, which would be a violation because eBay would not be collecting its fees, politely tell the customer that he has to actually buy the item before he can be invoiced, because the invoicing is automatic.
If he can't grasp that, just block him. You can't cure stupid.
*Not uncommon with Canadian sellers for example. I mostly sell on eBayCanada in US dollars, but have some items of primarily domestic interest in Canadian dollars. Similarly I have a few listings on dotCOM in US dollars and came across a really old GTC listing in Australia last month. These cannot be combined on a single eBay invoice, but can be through Paypal.
