Thats fine. Their victims generally aren't tech savvy so the more hoops the scammers require them to jump through the more will get confused and give up. Even asking potential victims to reply to a different address than the originator of the email will affect the conversion rates.
The scammer getting a tattoo is the best, in my opinion: http://www.419eater.com/html/okorie.htm I remember laughing out loud when I read it a few years ago - it's pretty long though!