I've never had a problem e-filing (did it myself with TurboTax or our state's online program), though with our current taxes, we have someone do them and then we mail them in. I don't think it's a conspiracy. Everything is going electronic these days. What's his opinion of online banking in general? Wait, don't ask him that.
You said "financial guy" do you mean "accountant" or what? Is he familiar enough with tax code to get your taxes done right? Do you use him for other things? Is he an older guy whose understanding of efiling is limited?
I'd find a new accountant, frankly. And keep an eye on my SSN.