Sometimes just the possibility of it working, and the person's desperation, will cause them to try it. I've heard enough instances of people paying others to take exams for them that it doesn't surprise me that some people trying to do an interview that way, too. They think just getting the job will do something for them, and (for whatever reason) think they'll be able to keep the job once they have it.
I wouldn't be surprised to learn that these people think they have high-level skills, but some other factor is preventing them from getting the job. Sometimes it might even be true, but I'm better against them having the skill level they think they do.
