BTW. in these case's why do mods/admins usually not check pm's to confirm seems like they can and should do this.
Scams aren't moderated, but it's also about privacy. I can imagine Admin doesn't even want to read PMs.
Clicking
Report To Admin lets you send the PM to 2 Admins and/or 3 Global Moderators, so it's your own choice whether or not to share the PM.