It's up to you to accept that or not, but one of Fiverr rules is to communicate mainly through them (I think that the only times when that is not possible are the moments when glitches appear). You should better remind the buyer that communicating outside Fiverr's platform is a violation of their terms of service - Fiverr is very strict about keeping buyer-seller communication on their platform in order to protect and help both, the buyer and seller, when an issue arises.