I'm glad you got that one sorted without wasting too much time. As Alan said, there are legitimate people who are out there trying to warn targets, but we have also seen scammers "warn" targets about other scammers many times before. Sometimes the scammer is even playing both characters! The scammer wants you to be grateful for the warning, so that you place more trust with him. In addition, by warning you about other scams, he can "eliminate the competition," so to speak, and ensure he has a better chance of getting your money.
As you indicated, someone you have just met online has no right to demand information about your financial situation, and it is absolutely correct to question the motives of someone who immediately shows too much interest in knowing what you earn, whether you own your house, etc.
A legitimate warner will give you the information about scammers without asking inappropriate questions about your personal life or financial status.
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