While I agree they might be trolling, they are doing it based on experience of how paypal -> btc exchanges have lead to a lot of situations like this:
"I tried to sell my 220btc to this guy who was going to pay me $2200 USD for them via paypal"
"After the transaction was complete, he reversed it"
"Paypal sided with him, even though I provided proof, I did infact trade him in bitcoins and I have all these emails to prove this agreement, and this link showing the blockchain shows he got it moments afterwards."
There are various versions of this story, over 200 Btc lost via a paypal reversal was just the largest one I remember seeing.
Deal with the exchanges, which one that happens to operate in your country I don't know.
https://en.bitcoin.it/wiki/Buying_bitcoinsI once liked paypal as much as the next guy when everything works fine, but I know all to well, they are can screw you worse than any bank or individual could. In this community paypal has gained the reputation as a tool to screw people out of their bitcoins, because paypal sides with the one doing the reversal everytime.