Real Estate Agent Wants To Sue Because We Wasted His Time

Hi, from California here, just wanted to see if he has any legal standing to sue us for not buying the house we were in the process for. We signed the first and second contingencies (house inspection and appraisal) but haven’t signed the third one (the loan contingency) because it hadn’t been processed yet. The loan didn’t go through, and we had to cancel our contract because we don’t have a loan to buy the house. Now the realtor is angry with us for “wasting their time” and wants to sue us; right now, they’re demanding we send them our credit score to make sure we’re not cancelling the contract to make money off them. My realtor agent and I are stunned by this situation (they’ve never had this happen before either), and I just want to ask if he has any standing against us in court.