You can't get a chargeback or equivalent if there's no money left in the account. I'm not really sure why people are having such a hard time grasping that. Scammers love doing these sorts of transactions because banks tend to care less about money that isn't theirs.
That's precisely my point. With bank to bank transfers there's basically no safety net on the transactions unless the bank is itself responsible.

I just did it. I just got an automated reply which tells me I should answer to them if my "questions are not on this message".

They'll likely refund it relatively quickly. They don't usually steal money they've been entrusted unless it's a huge sum of money. And I think it's usually when the money isn't coming from the EU.

I think where you live, it's probably regulated as a bank.

Thanks, I am very relieved now.