@Michelle185 as I see you have Instant Booking. So, in order to accept only guests who have verified their ID, do the following. Go to "Host" and "Manage Listings" and then from the menu on the left, select "Booking". There you will see the section "Who can book instantly". Select " Guests who meet Airbnb’s requirements, and also have" and click on "Provided a government-issued ID".
The guests who come from some countries cannot make a booking without verifying their ID anyway. But I think that this is not a requirement for the citizens of the US.
Yes, in any case that you receive a request (even if you have Instant Booking), you need to reply to the message within 24 hours. Otherwise, your response rate will drop.
You don't have any penalty when you decline.
However, have in mind that Airbnb gets bigger every day and many new people enter the system. They register and then they immediately search for a place. That's why they don't have verified their data yet. Some of them don't know that verifications are important because they have learned to use other platforms for booking hotels and apartments and they are not so familiar with giving their data and their real picture. You can check if someone is new or not, by seeing in his profile the month and year he/she has registered.
Anyway, of course, I don't suggest you be less careful with your potential guests.
About the cases that the guests have asked you to contact outside Airbnb, that's good you didn't do it. To me, it is dangerous and unfair.