The guy was wrong at least as I see it....
he could have sold you the gun even if you were still a 'legal' resident of IL and just had a second vacation home in Texas.
Some will say I'm wrong on this, but I don't think so.
with all that said, you did right to walk away. The private seller has the right to sell to who ever the heck he chooses and even use rules that are wrong.
No need to fret over it.
the thing is I bet he was not even going to ask for ID or proof of residency until you mentioned it. I would be leery of this too if I was the guy... I bet red flags go up with this and he thinks it is possibly an ATF set up.
Oh and welcome back into the U.S.A. (Even though some folks in Texas would say or wish different)