I've encountered probably the same exact thing in the WTB knives section.
What has to happen is the gentleman who sold the item to you will have to create a "for sale" thread for the item in the appropriate forum and then you each can use that thread to leave each other feedback.
It won't let you reference the WTB thread for leaving feedback, it needs to be a "for sale" thread.
When I sell something to someone else who posted a WTB post, I just make a very basic and generic for sale thread for the item in question, marking it "sold" in the thread, and then as soon as I post it I immediately lock it.
The seller can then copy that link and go back to the WTB thread to click "add feedback" by your profile name and leave you some feedback referencing the link just copied.
He'll then need to share it with you so you can return the favor in the same manner.
This is what I've done multiple times and it's worked well.
Hope that helps!