if you want to remain private yes, it's the best way. nothing beats f2f but depending on your network and connections you share of course you can make the trade online, but that's up to you. Vexl do not facilitate any trades or ever touch any bitcoin or fiat. 

so if you share a lot of contacts and you feel comfortable go for it, but it's better than your name appearing in a total stranger's bank account. 

vexl is just a non-profit tool.