The client's pushing back isn't entirely off base. Seasonal-only data does shrink your observation window and makes it harder to tease out signal from noise - wider confidence intervals, less reliable generalisability. That's a legitimate statistical headache.
But writing off econometrics entirely? That's an overcorrection. I've seen plenty of seasonal brands run solid MMMs when they're honest about scope. Pool multiple years of summer data and you've got enough observations. You can still model within-season dynamics, diminishing returns, channel contribution, even weather or event impacts.
What you do lose is confidence in year-round carryover effects. Adstock decay gets messy when there are big gaps in activity. Same for saturation curves if they go completely dark off-season.
So your instinct is right - just frame it transparently. Say: "Here's what this model will answer well, and here's where the uncertainty will be higher." That's a stronger pitch than pretending everything's fine. Clients push back the moment they see wide bands in the output. Better to get ahead of it.