Second message and he wants to move to a private app. Is that a thing?

I have been on a couple of kink-friendly sites for about two weeks. Someone messaged me, seemed fine, and by his second message he wanted to move to a private messaging app. He said the site chat is clunky, which honestly it is.

I have not answered yet. Part of me thinks everyone moves off eventually and I am overthinking a normal step. Part of me thinks the reason people say to keep it on the site for a while is exactly this.

What is the actual norm here?