Yes I won't send you 10's of thousands of dollars worth of non-refundable bitcoins. Shocking It's called not being stupid, you should look into it.
Additionally, I have made transactions in excess of 10-20k with several people and I ALWAYS get their utility bill, photo identification, and proof of them holding their own ID (among other things). Doesn't seem like its an issue for most people as it's a TWO WAY STREET.
You may be telling the truth, but I suppose scammers would never say, "I'll do escrow, but you have to send me some of the money without escrow" like you said to me.