Yes and no:
-if they invoiced you through paypal and you paid the normal (ie seller has some fees to pay out of what you sent) then you do have some protection. There are plenty ‘legit’ transcations that have nothing to do with ebay and still take place using paypal, (i use ‘proper’ not gifty paypal for selling records on Discogs for example).
-but ebay get very funny about sales outside of ebay; if they find out the sale was inspired using ebay but conducted without them creaming a further 10% off in final value fees then the seller will have some very difficult questions to answer, if notyou as well for agreeing to it.
However if i was going to circumvent ebay final value fees by going outside ebay, I would not dick the buyer about for fear of getting ratted on to paypal/ebay and getting my ebay account suspended.
So on balance, i wouldn’t worry. Some sellers are honest but just not on the computer all day or even once a day…