Nah, most famous people who aren't Hollywood A list use social media. Quite a few celebs use social media under fake accounts so they can spy on what's being said about them without ever posting. And minor celebs in particular, especially if they're young and new to fame, get a bit carried away engaging with their online fandoms. People drawn to aggressively pursue celebrity tend to have a very specific personality type, which is ego-driven and loves attention. My best friend has worked with more or less every famous actor in the UK, so I'm around celebs a lot, and a ton of them have Finstas or are obsessed with social media.
It's not the exception to the rule at all, it's the context of the person receiving it. Obviously requests for money always mean scam. If you're middle aged, you aren't going to get hookup DMs. But if you tweet or DM your favourite novelist, or a B-list British TV actor, then it's not especially unusual to get a nice reply back saying thanks for watching or answering a fan question. I've DM chatted with quite a few fairly well-known writers and actors (who I've later spoken to in person and they referenced our DM chats, so it was definitely the real person).
Trust me, if you were a 22yr old with an Insta account full of pouting selfies, you'd be getting DM slides or Raya requests from celebs every other day.
If you were involved in a fandom, that would change things too, depending on what fandom.
Influencers (which is what OP's "celeb" is) are a totally different kettle of fish since social media is their whole career and fame, and they have to actively engage with comments and DMs to build and keep their following. A lot of influencers are scam artists but not catfish, they use their real identities to scam fans into sending money.
There's a pretty massive difference between getting a DM out of the blue from TomCruise99 (with 0 followers) and tweeting, say, Caitlin Moran or Richard Herring and getting a nice DM back.