Would be interested in hearing an example from your real life that would illustrate this point a bit better, if you have the time to elaborate.
However as to my original comment at the top of the post, I was pointing out that naive people are often and easily taken advantage of by others, and those others will often "play dumb". If someone's actions can reasonably be construed as malicious, then perhaps you misunderstood their actions, but 'stupidity' is absolutely something you should never assume in this situation.
As for the part about "people who use this saying are often naive, and worse, sometimes malicious", I was pointing out that assholes tend to see good, trusting people as instead being dumb and naive, and it is in the asshole's best interest to keep them that way. It was kind of half a joke, half serious.