When you run an ad campaign to Facebook messenger, be aware the bigger the audience the better the result.
These campaigns are best used for BOFU (bottom of the funnel) subscribers who are warm leads and close to converting. EG: webinar attendees who did not buy.
It's also worth noting that conversion costs may be higher in a campaign like this because you are essentially replacing a traditional salesperson. As long as this campaign results in sales it is worth paying the higher conversion costs.