It's the same "constriction of empathy" tactic we often use when hearing about any crime, as empathy is a limited resource and we don't want to imagine that we could be in danger of the same crime. "Oh that victim brought it on themselves because xyz... this would never happen to me." "Someone that dumb deserves to get scammed."

It's a useful defense mechanism, as long as you recognize it for that and don't let it cloud logical decision making.