Scams Risks:
For P2P there is no third party involved, there is a pleasant risk. There is also a risk of being cheated. By creating using fake profile, can attract with false information. So before transaction should verify complete information of the seller. It is better to see the opinions related to previous transactions.
I used Binance Exchanger, almost all exchange rules are same.
Am not so sure that checking users profile helps very much as users can do create some really cool profiles but, there trade records and reviews might offer some insight on what to expect.
On the part of having a third party involved, being an escrow, the exchange is your escrow and that's why they've got a support team to ensure scam activities are minimised to its barest minimum especially with the fact that, orders placed out for a trades are often handled by the exchange and they serve as an escrow at that point and should things ever try to go wrong, it means you didn't follow up with the issues that arose with your transactions properly.