It is not bad Spanish grammar to use two negative in order to add emphasis. The question could equally be translated as "He buys you nothing?" What is important to remember is that "anything" can be substituted for "nothing" in a translation like this, which must of necessity be colloquial and thus doesn't have exactly the same syntax.
BTW, I got curious this morning about which languages support double negation and which don't. Wikipedia has a fascinating extended article about this, for anyone interested:
"Languages where multiple negatives affirm each other are said to have negative concord or emphatic negation. Portuguese, Persian, Russian, Spanish, Neapolitan, Italian, Japanese, Bulgarian, Czech, Polish, Afrikaans, Hebrew, Ukrainian, and some dialects of English, such as African-American Vernacular English, are examples of negative-concord languages, while Latin and German do not have negative concord. It is cross-linguistically observed that negative-concord languages are more common than those without."