If they merely wanted a place to build a pipeline, they would probably ask for a pipeline easement. Shortest answer possible is: No, they don’t have to have an OGL in place to build a pipeline, although the OGL usually does confer the right to construct pipelines for the purpose of transporting production off the lease.
It would certainly help to know where your acreage is located in Grimes County in evaluating this offer, and how much mineral acreage is involved. The last time I bought leases in Grimes County in 2013-2014, we wouldn’t have had very many lessors turn down $1,000/acre, and those that would have done so would have controlled several thousand acres in the middle of the play. Interest in that area waned significantly in 2014-2015, and I’d be surprised if there were too many leases going for $1,000/acre today in Grimes County.
Usually, when a landman asks “What kind of offer are you looking for?”, they’re looking for confirmation that your asking price is going to be too high to justify any further effort on their part.