I used to run my FB ads with a messenger type ad set but 90% of those leads are just tire kickers or mistakes. The other 10% are somewhat interested but then turn away once given a price. Plus its such a huge time hog to answer and go back and forth messaging. Last year I switched over to a lead-based ad set where clicking on the ad sends them to a form on my website. That initial small resistance of filling out a form filters out almost all the tire kickers and leaves you with somewhat serious leads that are genuinely interested. The convo is now in your email and you can get their budget, cell #, project details all from the form without any trouble.