Actually, he gave you wrong information. I have asked Customer Support about buyers requesting free samples, and after some back and forth, they told me that it wasn’t against the rules. Buyers can ask, and some sellers agree to do small samples. However, there’s no guarantee that the buyer will really place the order, and with no order in place, there’s no guarantee of payment.
As far as I can tell, Fiverr doesn’t want to play a babysitter; they want each and every freelancer to decide for themselves whether they’re going to offer free samples or not.
So, all you can do is politely refuse, and ask them if they want you to send them a custom offer for a small sample. They usually leave after that, because they had no intention to buy, they just want work done for free.