I think that the optimal solution to what you are describing is to push them to another platform like signal and to start lowering your activity on Instagram till you have another communication tool with them and then delete your Instagram.

If they do not want to move, then you have to choose either your privacy or their convenience .

Put it on ethics and mental health: say how proprietary platforms don't give a damn about any of their users, and won't think twice about abusing them (with vendor lock-in, ads, and, most importantly, causing addiction just to make you use them more so they can milk you for money)

Also, maybe explain how moderation on there is an absolute turd, with platforms often punishing users which break their ToS less, if those users make a lot of money to the platform (think influencers); unlike on decentralized platforms, where you can choose an instance where the rules satifsy you and you see the moderators working good.