You take the check and cash it (assuming they accept it at all)
They find out it's fake
You have to give the money back before Rocco rings your doorbell with a baseball bat in hand
Doesn't seem worth it to me.
In truth though, they'd never accept the check. 99% of the time, scammers send an image of a check, then ask you to print it and use mobile deposit to put in your account. That way, nobody ever touches it and realizes it's a shitty jpeg on printer paper. It wouldn't fool anyone IRL.
Sometimes, they might send an actual check that they stole and doctored up, but that's too much work for a scammer most of the time.