I think there is only one reason for this: greed.
People are greedy and most of the times they know there is a scam but they hope they can get out before it falls down. Mostly they couldn't.
Yeah, most victim of a scam is 10% of naive idiots while 90% of greedy pigs who thinks they could pull out and make a sizeable profit. Heck, most scams just exploit the greed of people to work so I don't have any empathy for the victim of obvious scams.