The OP is not entirely correct since there have been scammers who were arrested in some countries(afaik). More often than not, however, most of them run scot-free. Theses ICO scams have led some governments to consider its regulation and worse; implementing its total ban. Once regulated, well, kinda totally beats the purpose of having the blockchain tech which allowed full anonymity among users, eh? Ultimately,  scammed investors are left to decide if they will discontinue or simply shrug it off. Best tip yet, do thorough research first and look for red flags before investing your money in any ICO.