how do they stop scammers from saying they sent the money through the banking sector when they actually didn't?
Money in a bank is actually traceable, at least by the banks themselves. So in a situation where a seller says the money hasn't been received and the buyer claims to have paid, the buyer would need to provide certain transaction informations like a reference ID or something like that, of which any of the banks involved in the transaction can trace it.
Binance I believe really can't do anything than simply keeping the assets locked and wait for the buyer to provide the necessary informations. At a refusal to comply, it's then easier to tell that its a fraud in play.