The same logic applies in my mind to when I used to try the dating apps... and I'd get a match, then the woman would say something like "I'm not always on here so lets go to Whatspp" or something else. I mean, like after one or two chats... that's how I knew a scam was coming. I would always ask why we couldn't talk a little first see if we like each other.
I mean, we met on that app, she was using it to meet people and it is working and we are chatting, right? So how would it be "easier" to chat somewhere else? If you don't want to talk to me enough to get to know me on the site where we both joined to meet people, then I assume she isn't that interested.
Long story short... whenever I'm talking to someone on a site and they immediately want to talk on another site because it is "easier" I assume something else is in play... they want to be somewhere that is easier to track me down without having to earn my trust... which usually comes with negative consequences to me.
This is going to be most people's reasons. A lot of folks are comfortable exchanging messages here or talking in private chats here. IF you find someone you like, get along with, and want to roll the dice with trusting elsewhere, that's both of your call... but it at least only affects the two of you. Having an external "dedicated" site to chat potentially exposes people who didn't roll those dice.