My latest success was making him and his dad drive over 500 miles to Canada to meet me (obviously I was kidding). He was pretty offended. I had a laugh.
What should I do next? Think he'd be dumb enough to fly to France?
By crushing his mind & spirit you are helping him to see the world and people as they really are, exposing him to a small, diluted piece of horrendous Truth, dipping his toe in the sanguine pool of Adulthood. If he muddles through it, the experience may inoculate him against future hardships, teach him how to swim. By merely doing nothing, you can keep him blissful and thereby set him up for more devastating falls in the future, when his naïveté is finally raped from his mind by adverse life circumstances.
That being said, you should respond to his advertisement for a pen pal under a false name. Get him to love your correspondent persona. When he inevitably asks to set up a meeting with you, stand him up again! also, post the more juicy correspondences online. Expose all of his secrets to the merciless ridicule of the Internet.