I doubt very much that they want to scam you, more a case of preferring to collect the item, see it close up to check it''s as described, then pay you cash to avoid paypal fees. many items are listed as 'pick-up only'.
If you stipulated that payment method was paypal only, then you're within your rights to re-list or sell to someone else (the next highest bidder using 2nd chance option).
If you're comfy with someone knocking to collect the item fine, but dont be bullied into it. that said, it can often be easier to deal face 2 face