Facebook messages are better when the person who wants to contact you found you on Facebook. They are better because they show in two places: your normal, original (not the Facebook one) mailbox AND in Facebook itself. So it is at least as good as sending an e-mail, and likely better.
If someone went looking for you on facebook, chances are they know how to simply click and message you.
If they're going the extra mile to copy and paste your e-mail address, chances are they want you to e-mail you, and not send you something through facebook.
Aside from the simple fact that not everyone has the same notification settings, it's already been shown that facebook has been losing people's e-mails. No notifications, no nothing, just gone.
Got it.