Strange they would have used Audiogon's formal way of buying something and not followed thru. I'd contact Audiogon's help to see what their policy is.
One thing I'll not do is deal with those buyers who want to contact you via phone or home email, trying to bypass Audiogon's purchase process. I once had a guy go back and forth on the price for an item I was selling, we agreed on a price and when he arrived at my house to consummate the sale he said he thought about it on the 90 minute drive, and wanted to offer $600 less. I suspect that this guy did that sort of thing more than once, as I couldn't find any negative feedback on him, on Audiogon.