If I had an account at coinbase, my interaction with coinbase would be regulated with an agreement. The agreement, in loos terms, requires them to execute my orders.
If I give them the order to payt a scammer, why should they block this order? Maybe I am happy to be scammed, maybe I owe themy money because they lent me money before, or any other unknown reason.

It's the contract, not they willingness to protect me on my behalf that must regulate their actions.
Because once you allow them to censor a transaction for the right reason, they are going to do so for the wrong one.