[comicjk]

That analysis is from the perspective of the scammer. The scammer has limited time to write to each victim once the responses come back from the initial mass-email, so the scammer is better off if only the most gullible people reply. From the perspective of the person being attacked, the counterintuitive result based on selection bias goes away, and a more convincing scheme is more of a risk to you personally. (The assumption that scammers have limited time to write to each victim may itself become less true because of LLMs.)