I get the need to rant, I've done my fair share, but it really is a sellers' market. If a seller does not want to use an escrow service, that is just the reality.
People use and do what they are comfortable with.
I made an offer on a game to pick up this weekend. I'm only available on Sunday. Dude replied saying we were good, but then replied again saying someone was willing to pick it up on Friday.
Maybe he's in a hurry to get rid of it, maybe he was hoping I'd give him a higher offer. I'm not dying for the machine, so I told him that it was fine and if the Friday guy fell through, that I would still pick it up on Sunday. When I first got into the hobby I was all "rush rush rush" when I saw something I wanted. Now I realize that there will always be another opportunity and it isn't worth stressing.
I apply the same to payment, it's not worth stressing. If a seller wants cash, I'll give them cash. If they want paypal, I'll do paypal if I can get a reference from someone we mutually know. At the end of the day, if "PinheadX" has something that you want, "PinheadX" is in the position of power. You either hafto deal with them or wait for it to appear in the future or at a show.
Good luck with whatever game you are trying to get!