I think because it’s a different type of risk. With your own business the risk is that you fail and don’t make money. With a scam you can make a bunch of money for a long time before the risk of being caught ramps up. You’re quickly (relatively) rewarded instead of agonizing over whether or not you will be.
Well, they all live in Kazakhstan and Russia. It may not be so easy to convert talent into legitimate business success, particularly when "cybercrime" (god I hate that word) is often encouraged in places like Russia so long as it targets non-Russians.
I don't think people in civilized countries even remotely understand the level of desperation poorer people from those countries go through. VICE's documentary about krokodil is actually quite good. Except when people watch it they think it's about someone particularly far away from the average - but it's not.
The chance of getting a visa to move out or starting a business, which can only be oriented towards civilized countries if you'd like to make any money at all... Is particularly low.
IT is one of those areas which you can still learn particularly well without any access to textbooks or academia.
