LOL. I do it, too! I like to give them riddles.
Occasionally I'll lead on a scammer just to waste their time a little. It's fun but it also means that you're taking time away from them while they try to scam others. Some of the emails you get are funny. The grammar mistakes alone are worth the time and the ridiculous stories they give are entertaining too. I don't do it often but it's fun when I do.