That makes sense to me and is what I would expect. I have seen accounts where people were in fact allowed to withdraw their small initial gains (although i can not confirm that was the case, maybe they were just trying to save face) that's what gave me the idea to scam the scammers in the first place.
Trying to scam the scammers is one of the world's oldest ways of getting scammed.
They would likely allow you to withdraw some returns but not the principle.