It actually IS a ridiculous idea when you have made the decision to leave the protection of the escrow system, knowing the risks, and then expect to still reap its benefits? Furthermore, these FE scammers don't just leave the btc sitting in their SR wallet. They know they are scamming people, and they know they will be shut down eventually, so they usually have the btc sent off to a non-SR wallet as quickly as they receive the funds.