With the personal message feature people can add a moderator or staff member to that if they become aware they are talking to a scammer.
Some more talk about that feature is in this other thread here, about the opposite kind of situation where it can be considered poor etiquette to add someone new to a message thread without asking permission. However that may be intentional for exactly this kind of situation you have described, to be able to alert that there is a scammer, since if messages are encrypted then moderators can’t access them even if they are flagged.