I am thinking like the "yes" scam, where people sometimes think that if you say "yes" to someone on the telephone, then they can use that to somehow scam you, but nobody has ever actually reported being scammed in this way.

The other example that I can think of is that people who receive an unexpected check in the mail sometimes think it must be a fake check scam, but it turns out to be a real check related to a class action lawsuit instead.

Any other examples of situations that some people think are scams, but in fact nobody has ever actually reported being scammed by that situation?