Do you mean they are contacting you on Airbnb to get your contact details to book?
I would advise you not to do it at least to some degree on Airbnb you are covered, in my case the 2 claims we have made we got paid.
Example: We had 2 girls book our apartment for 3 days and they damaged my cooker we made a claim and got paid within 2 weeks, It was only 3 months old.
If we had taken that booking as direct who could we have claimed against?
If they are returning guest and they were ok you might let them book direct,
Personally I am not taking any direct bookings no more we have been let down a few times cancelling at the last minute.
All the years we have been on Airbnb we have only ever had a couple of cancellations and one no show.
We are set to Strict cancellation's.
Here's what we always say to people trying to book off the platform,
We have a very good working relationship with Airbnb for many years and Im not about to jeopardize that, hope you understand. Booking through Airbnb your booking is secure and we are all covered.