* Accepting the investments and actually delivering what's promised. Massive risk from organizing/coordinating an actual team, pissing off authorities, huge contact surface with many involved people that will happily help FBI trace the founders.
* Running away with the money. Low risk, low contact surface (website + bitcoin, similar to WannaCry?), 100% anonymous. Nobody will run to the police claiming that they have invested into something illegal and looked down upon lured in by a 200% ROI promise and now want they money back.
Stepping into the founders' shoes, I'd say it's much riskier to NOT run away with the money...