Why cashier’s checks are part of so many online scams

I have been corresponding with a scammer who goes by the name of Mary Dean for several months now. Our relationship started because she said she wanted to buy my chronically unplayed cello; I have lugged this instrument during two apartment moves over the past few months, and finally put it up for sale on Craigslist. After her first message, there was a delay, but I remained hopeful. Eventually, Mary Dean wrote and said that her mother had died and she had to tend to the family’s affairs, and I told her to take as long as she needed. When Mary Dean messaged me to say she was sending a cashier’s check for twice as much as I’d asked for so that I could “pay the movers,” my heart sank.