Well, for one, scammers take advantage of naive non-vigilant players who don't watch every single step of the trading process. They also like to pray on people who are silly enough to just hand over their gear to somebody unknown.
Ever came across those pushy salesmen who talk so fast and so smooth they could sell you a can of air before you even realize what you bought? Sloooow doooown.
Second kind of scamming: would you let some total stranger take your keys and watch your car while you went in shopping?
Fools get scammed. Wise people are less likely to be scammed. Why do fools get scammed? Because they let themselves get scammed. And the Scammer knows that and he's going to feed on that! Don't be a fool.
Be wise, folks!
On another related point in your post, AGE does not do IP bans. If you had a sibling or friend who also played Shaiya lived in the same house as you (assuming ya'll both on the same network) and they did some knucklehead move to get banned, would you want your account banned too because of him?