When I get confronted by people who have sent me money and are angry because they feel like I conned them, I'll tell them, "But it couldn't be a scam if I gave you your money back, right?" They'll usually agree to that. Then they'll sort of expectantly wait there, like I'm going to give them there money back. They might even say, "Well...are you going to give me my money back?" I bring it back to the hypothetical. Hypothetical questions don't need an answer. That's the definition of a hypothetical question.
Then if they start getting mad, I'll tell them, "The real con is how you've been lied to." They usually nod their heads at that. Then they'll ask, "Wait, are you the one who is lying to me?" Then I like to start listing words. "Society." That's a word that I like to start my list with. I might continue, "Advertising. Capitalism. 'The man.'" I don't do air quotes, myself, but I'll say "The Man" in a tone that implies quotation marks. And now that I think about it, I guess I will do air quotes when I say it, too.