Depends on what the listing said.
if the listing said local pickup is OK, then you should be able to do it.
if the listing said shipping only, then your resquest, while logical, isn't reasonable.
if the listing said nothing about local pickup, then the time to ask was before the end of the auction. You could offer to split the cost of shipping, ie give the seller the extra profit they factored in, but save the rest of the shipping charges. If they are not set up for local pickup, it will take much more of their time to meet with you, find your box, have you open the box and examine the item, than the time it will take to simply print an label, slap it on a box and add the box to the pile of other boxes.