Do you get to write off rug pulls like any other capital loss?

For that matter, what are the tax implications of getting mugged?

I think the real fear is that you never know what the FBI really wants. So unless you feel confident that you've covered all of the possible angles that an intelligence agency with 10000x the information you have could only be seeking exactly what they claim to be seeking, then sure, answering their call is fine.

But the general rule is to never ever talk with them unless you have a lawyer present. You have no clue whether you're the target of an investigation. You have no clue whether the FBI knows some percentage of their targets were victims of this scam, and are using it to get an in with them (you). You just don't know anything going on behind the scenes.

I guess if you used crypto to trade in heroin you could lose quite a bit more.