They could've caught this dumbass years ago with BTC tracing if they really wanted. But actually, they likely wanted this guy to continue what he was doing for as long as possible. For various reasons which you can figure out if you're smart.

But nah, once he exit scammed, they had no more use for him, and him wanting to come to America was just the icing on the cake for a glorious capture to make it look like the all powerful feds captured the deep dark villian of Incognito, as you said, "psychological trick"