I checked the 2005 MY-F250 PDF I have that shows all the standard and optional equipment on all models for 2005 and the key fob remote was only available on the XLT (optional) and Lariat and up models (standard) with the Advanced Security Group (60F) and that comes with the keypad entry on the outside of the door.

Your XL has the Power Equipment Group (903) and that didn't come with the key fob entry from the factory.

So, unless your truck was upgraded or special ordered with a key fob entry which was the Advanced Security Group (and Ford says that wasn't an option on the XL) it looks like the guy that sold it to you is full of crap.