Sorry, I mis-described the play. It was an IBB. The catcher jumped out of the box to catch the first pitch, threw it back to the pitcher, and stood where he was to catch the next pitch.
Having said that, I learned something new. I always thought the catcher had to be inside the box to catch any pitch. So, if he wants to catch a pitch that he calls way outside, he could crouch 3 feet away from the box, and it would be perfectly legal?