I totally agree with you that the mark should have questioned his story, that he was being targeted by organized crime figures. In fact, his whole set up - if one took it as genuine - looked very much like organized crime rather than legitimate diamond trading - the armed bodyguard, the stories that people with guns were after him, etc. Real high level gem traders don't carry the goods around with them, or need high security.
But somehow he got these women in. It helped that he had people around him - all saying the same story - presumably paid to do so.
Since we now know that so many women want a bad boy, it is likely that she was turned on by the very notion he was a drug dealer