I'll concur with the majority here that it's not against the law, but is against most program rules. The penalty, should he be caught selling them, is likely to be simply a forfeiture of the ticket and his account balance.

While miles can't be sold, they often can be inherited. Rules vary by program. They can also sometimes be donated to charity.

He should also consider non-travel uses of the miles. He might be able to treat himself to a nice suite at a downtown hotel, the next time he goes out for an evening. Or redeem for merchandise, usually not the best value but one way to use the miles within the program rules.