NYS is so difficult t understand and seemingly convoluted that many FFL's would rather refuse under the guise "That's the Law..." than chance or argue the point. Even the FFL I associate with asks for help and clarification on issues and She's been in business 30 years! (with explosives, 01, Importers Lic. NY Handgun Dealers Lic, Gunsmithing Lic. etc.)
NYSP
prefers and under color of Law will tell you it has to come from a FFL if from out of State, but that's not the case, but as always with NYS the answer you get depends as much on the region, Officer, and who the hell knows as what the Law actually reads.
You can try to educate with copies of the Law, interpretations, statements from the AG, etc but in the end you'll most likely end up finding another FFL to make the transfer or do exactly as he asks if you want him to receive it.