I only get uptight about non-training standards when violating them either compromises the safety of other divers or exposes a third party (your instructor, dive charter, LDS) to liability. If it's just your own safety or liability at stake, then go nuts -- you're responsible for the consequences of your own actions.
Reading between the lines, is it possible that this is just his polite way of saying he doesn't want to dive with you (e.g., because of your relative experience)? If he's really done hundreds of dives, then he either knows someone with a compressor or has a relationship with a LDS that hasn't bothered to check his c-card. Either way, he has a way to get tanks filled without you. Saying that he'd dive with you only if you supply the air is the same as saying he'll meet you for drinks only if you pick up the tab...which most people would take as a pretty big hint.
If you do choose to dive with him (at your expense), I strongly suggest that you go over hand signals and safety procedures before the dive. If he's never done any training, you can't assume that he's familiarized himself with these things on his own.