I have not had this issue since quitting facebook around 2011. But then again I have clearly notified those people that are actually my friends that if they want to include me they need to call or email or something like that. Nobody has issues with that and fully understand my desire to stay away from facebook.
And they think the same of you. If their preferred method of communication is Facebook message, are you really a friend if you don’t care?
Of course there are many ways to state that preference, ranging from "you're an idiot if you want to keep that advertising agency alive" to "I don't feel comfortable putting details of my personal life, including our friendship, on the Internet for private companies to profit". If someone truly belittled the second, then yeah, they aren't a friend.
For information I still have the same set of core friends from elementary school so it has not stopped anyone that I actually care about from contacting me.
Edit: and yes as the a side comment here suggest I do not say this in a patronising way, I just explain why I am not on facebook and that there are other ways to contact me.
It's hardly the same though, it's not like the other commenter's expressing a preference for a call or text where the other would be equally possible. It's exceedingly unlikely that someone with the capacity to have a preference for Facebook messaging is unable to call or text; the reverse isn't true.
Saying 'I would rather we texted' vs. email or whatever is not the same as 'I would rather you sign up for this service and use it to contact me'.
I would believe it if someone didn't want to use cellphones at all, for moral reasons, but that person wouldn't have a Facebook account anyway.
An empty FaceBook account that does nothing but notify you when someone invites you to an event? Requires no maintenance.
Asking someone to remember that you need to be specially invited because you're special -- that's ongoing maintenance right there.