For a person desiring to make a lot of money from a small investment in a short amount of time, wishful thinking often takes over where critical thinking should step in. Wishes become facts. Skeptics become idiots for not getting on board. Desires become reality. Asking questions seems rude and unfriendly.
Scam artists know how greed works and all it takes is one con man to get the thing started.
Greed is only part of the answer. Most pyramid people don't envision themselves anywhere near the bottom layer of the pyramid. Even the most greedy person on the planet would probably see that if one is near the bottom layer of recruits it will be very hard to get new recruits. They have to see themselves near the top in order to envision the immense wealth from minimal effort that is going to come their way. Furthermore, if I hope to get people involved in a pyramid scheme, the first thing I must do is convince them they are not getting involved in a pyramid scheme.