I understand that it selects for the kind of the people who are more likely to be taken in by the whole thing. The scammers don't want to waste their time with people who will drop out of the process before handing over what the scammer wants, and if the number of people who will drop out is high enough, it becomes unprofitable; the scammer needs good leads who are more likely to be taken in.

Here's a piece from MS Research coming to that conclusion ("By sending an email that repels all but the most gullible the scammer gets the most promising marks to self-select")

https://www.microsoft.com/en-us/research/wp-content/uploads/...