It depends on the website. Usually freelance websites like upwork do not allow sharing of contact details and communication outside of platform till contract is started with the client. Or perhaps they might not allow any outside contact at all.
Its always better to abide by the rules of the platform. Though I agree at certain times you might have to bypass this, only to speed up communication. But for payments, you should always use the platform.
And btw no client should ever ask you for your bank account details as long as you are working via any (popular) freelance websites. It should be against their t&c and will lead to your profile suspension.
You can chose to somehow silently bypass this, but then you are at your own to ensure the security of your payments(which of course is a subject to so many online scams particularly in a low paying country like india). And above all you miss the chance to build a strong profile on the site and thereby land bigger projects.
I have preferred taking the long way (Which is to only work via the website and build a strong profile). And so far its worked 😀