Aye, he's making a pre-emptive demand for when you next meet. You'd be mad to pay someone who does this and this means that if you were to then bump into he thinks he can just pew you. So this is against the rules as far as I can tell.
Best thing to do is screen (with timestamps) when he sends you said messages and then keep em. If you ever run into him and he destroys you, you can take the screens of the engagement and file a report.
Also if he makes a demand via pm that is also against the rules, something to keep in mind. So if you were in different systems and he did this, it would obviously be a clear violation.