Buyer wants escrow $ despite it not being in closing contract

[John Pelletier]

I sold a property in early april, there were several backs and forths about escrow in case a tenant does not move out, vacant apartments, first 2 then 3 etc.  The buyers attorney drafted the closing documents, at closing day my attorney explicitly asks the buyers attorney about escrow, saying isn't there supposed to be some in there? Buyers attorney says no, both parties sign and property transfers. Now almost 2 months later the buyer is threatening legal action if I do not put 4K in escrow, do I need to even consider this? What grounds would they have?