Seriously, how does anyone even fall for this PUA crap in the first place???
Well, I'd say that's a fictional episode of Criminal Minds where they emphasize how stupid this shit is, but having seen some actual PUA shit, it isn't. The real thing is even worse and more cheesy. They had to tone it down to make it more believable.
It's a combination of desperation and something any other huckster does. You select your audience by almost trying to drive them off at first, so you're left with the real suckers. People who are desperate to believe something (like paying some bogus guru) will turn off their critical thinking, if they have it and think believing is their only chance for something they really want.
Then as they invest in something, monetarily and otherwise, it becomes more difficult to admit they were wrong, i.e. stupid, and they throw good money after bad.
And then you have a few born suckers who just don't have any critical thinking in the first place, but I think these are actually pretty rare. Those are the people who fall for one ridiculous scam after another.
Also, there are probably those who really are capable of picking up women, they just lack the confidence for whatever reason, and they'll be helped by pretty much anything, no matter how ridiculous, that just gets them out there to try. Those are the success stories the PUAs use to sucker in more people.
Anyway, asking why people fall for it is sort of like why do people fall for any other sort of ridiculous bullshit, like Scientology, that seems to be (and actually is) absolute horseshit on its face.