+ 1 to what Tapeo1 said.
It could get seized or stolen.
I've shipped a lot of stuff overseas and never had any real problems. I had one package (not gun related) stopped by Russian customs... they took what they wanted and sent the rest back to me... got it back about 6 months later.
If the package can't be tracked or insured... it's not your problem if it gets "lost" of "stolen". I'd make sure the buyer understands that if you do decide to sell to him.
One thing I might add, the gun community as a whole, whether here in the US or abroad, is typically (in my experience), the easiest group of people to deal with... not much whining and honest.