Makes me wonder whether he's pulling the wool over your eyes then. They won't be insuring you themselves. They'll just be acting as agents for an insurance company OR you're not properly insured. What's the insurer's name on your policy ?
You CAN buy Green Card cover at the border but it's far more expensive than getting it through your insurer, plus you have to make sure you're at the border when the offices are fully manned, otherwise it can take a couple of hours.