I think the hackers challenge is to present a story that is credible enough. Claiming to be from a country that is perceived to be mismanaged and corrupt by the target audience helps. Linking it to some real event such as some real coup makes it even more credible. But finally, once someone gullible enough follows up - if you have a nigerian accent or ask them to mail to a nigerian account, claiming to be from some other place will make maintaining that credibility very difficult. I believe that is primarily why nigerian scammers pretend to be Nigerian, and Iranian scammers pretend to be Iranian.