It’s not illegal behavior but it may look like RMT. Because CCP has no way to detect when dollars or euros are paid by the bank or wire transfer or paypal or whatever, so they just look for “free” character transfers.
To avoid issues, read the Character Bazaar rules and have the person make a post in the Character Bazaar forum, titled “Private Sale”, posted from the character, saying that it’s a private character transfer to your character.