And if you made the mistake of emailing them, they then have your IP and can easily pinpoint the nearest suburb where you live. So the next message will likely be "I know your address in Blah Blah, if you don't pay I'm coming to get you."
Thus escalating the (still bogus) threat in the mind of the victim.
They'll eventually get a few who will bite. And then once you pay, they no doubt hit you again with another amount.
Dave.