Should I report a user that doesn't want to use a verified middleman?

I was added by a possible scammer. I asked if they wanted to use a middleman from r/Dota2trade or steamrep and they said no. They said they don't trust any middlman and want to make the trade just between us.

They haven't scammed me or anything but this feels like a reason to report them. I'm just not sure if it is worth it.

Okay just checking if I had to do anything about it.

It looks like the user never removed me or anything and today they started talking to me again as if we never talked.
They asked if I wanted to buy their inventory for $400. I checked their inventory and they only had about $100 worth of stuff. I mention that and they said all the items are in their second account. I asked for a link to their second account and received no answer.
About two hours later they answered me saying they didn't know me and don't trade with random people from steam. I mentioned they wanted me to buy their inventory along with a screenshot of the conversation. They said they would sell me a courier for $570. I said I wanted their inventory like we previously discussed and they said it would be $600 for everything.

None of it made any sense. It all just seems so sketchy but I wasn't scammed or anything. I'm pretty sure they are a scammer because they kept telling me to go first on the trade but had no idea what were trading. I'm afraid someone might actually get scammed by them.

Is there anything I can do here? Again, I wasn't scammed or anything. It just feels like they will scam someone eventually with this.