Totally agree, not that I play challenges (friends excepted occasionaly) it will always pop up and you would have to agree. If you went into your account it may show where the credits went but not sure of this.
I wouldn't call this a scam, but depending on the Tier of the player (or equipment) in the challenge, they may have seen a greenhorn and you may have had your first encounter with a shark. Beware - they circle!
As with anything, read what you are agreeing too as you would with any contract.