This is classic attempt and the only people will fall for it are those who didn't experience the worst thing to happen if they believe on such scammers trying to target them by on any of those methods.
Also even if the exchange have certain warning regarding on that there are still lazy people fail to realize that they are dealing something illegal and realize when late when they are already been compromised.
That's the reason its better for people to do their own diligence upon dealing on what they receive thru mails or anything that can contact them and always think about verified first if those notice or warnings they read is legitimate or it is something illegal that should not meant to open.