Strange interaction my brother had, what would the OT have done? (LONG)

I'll start this out by saying, my brother lives in a semi quiet neighbporhood very near to where we grew up. Last week, My brother and wife had gone to work and he gets a notifcation on his doorbell at 9:30 AM of a car parked in his driveway and a black man knocking on his door. The man looks up and sees the camera by the door and returns to his car and drives off.
Fast forward to later that evening around 9pm and my brother hears another knock on his door, looks out an upstairs window and sees the same man knocking on the door. My brother goes downstairs to see what's up. My brother has a large dog that is going ballistic the whole time as well. He opens the door and the man says that he has my brother's mail, it was delivered mistakenly to his house and the man says it contains a small IRS refund check. (Keep in mind the man had opened the mail and seen the refund check). The man says he will give my brother the mail if he gives him $20 dollars. My brother not wanting to escalate an already weird situation hands the guy 20 bucks and he quickly gets in his car and leaves.

So my question is, what would the OT have done? My brother has plenty of guns and had a mean dog at his side he was holding back. Should he have released the hound or called the police? The response time in our area is not great so I think the guy would have been long gone.

WWTOTD??