IMHO, this guilt is actually something psychologists call "cognitive dissonance". It occurs when our actions and attitudes are inconsistent. In other words, the victims holds an attitude about themselves that they are smart and could not be taken advantage of. However, their recent "actions" involved being scammed. So they are going to feel like a sack of sh*t.
I try to explain to people if asked that this feeling is normal, and they are not a "sucker". They simply were conned by someone who is very sophisticated and does this for a living (i.e., a "professional"). The victim is not a bad person.
I have seen young people who are the victims of the most henious abuse and exploitation we can image, and they sometimes blame themselves
A massive challenge for mental health professionals to deal with.