Do you think it's risky to do?
Should I just rely on that if someone wants to buy the item from me again outside of Ebay, they'll get my email address from their paypal payment?
There is a risk of an eBay violation.
Just a precaution - when doing a sale outside of eBay you loose some of your seller protection. Although Paypal offers protection, you are more protected via eBay.
I am not discouraging a direct PP sale, I am just forewarning to make sure it looks like a legit buyer ect.