Why do people play open setups?

[Shadoweh]

If you're talking about being handed a Power Role to claim, I believe general consensus is not to do that.
If you're talking about flavor claims, scum should absolutely have a safe character to claim. It's not the meta of Super Mario RPG you would have to guess against in that instance, it's the meta of the moderator of the mafia game you're playing. No scum wants to lose because they claimed Croco, VT, and got counterclaimed for it.
Also the time that that's most important isn't when scum 'get caught', it's on Day 1 when someone proposes a massclaim. If the meta of a certain mod's theme games involved never giving flavor claims to scum, I personally would force everyone to flavor claim that day.