It really depends on the type of scam. Autistic and Aspergers people, ( I am borderline. ) can be very bad at reading certain social signals, so that we could be caught if the scam is one based on social trust issues, such as a lonely hearts scam.

On the other hand there is often an obsessive passion for fact and perfect logic, indeed one way to describe the spectrum is as just obsessive honesty, and unwillingness to accept cognitive dissonance. Illogic makes you uncomfortable at an emotional level. ( Darwin's perfect logic in his natural history, which still stands up very well today, has been ascribed to possible borderline autism. ) So there could be a much reduced risk from gambling and religion related scams.

Why would they be? I see no connection.

I don't know...My 31-year-old son is on the autism spectrum, and is agnostic just like me. He is very skeptical of everything. I don't think I've ever known anyone with Aspergers like my son who was a true believer, and I have known many.