I'm also pretty distant from a mugging that might happen today, but I find myself getting angry about it, so that also seems to contradict the theory that it's about distance (though to be clear, I largely agree with you and I suspect distance is going to be a factor for most or maybe the vast majority of people).
However, I do know that people can feel very ashamed from scams like phishing attacks and caller scams.
Versus someone calling you specifically to cause harm, especially when they can comprehend the harm they are intending to inflict, in your example.
Maybe that's not really "anger," but it kind of feels and seems like it
For me the deep insult that causes anger is if this is intentional, this is a person, they willfully did this of sound mind. Perhaps why a Madoff might make someone angry, but not SBF. In my view, SBF was a step or two removed from a big "too big too fail" 2008 bank that offered an interest rate to account holders by making investments with some risk. It seems to me SBF was operating along similar lines, 8% interest rate if I recall, but his intent wasn't to steal so much as illegally hide risk and hope for the best - and in his case, he was small enough to fail.
I think we adjusted, but we just apply broader context. No one would recommend going all-in on FTX with your life savings. Likely no one involved is really poor and this affected his life strongly. People lost money for their retirement retro vehicle, it's fairly easy to adjust to that.
This not saying it's ok, but its annoyance in effects mostly or should be(I think likely there are may be people, who put too much money, but then again internet financial advisory board all appears and says: HA! Told ya not to do it!).
Evolutionarily, the emergence of an economy with capital at modern-day scales are so new that we haven't had time to really adjust emotionally. It kind of reminds me of the various birds on previously untouched-by-humanity islands that had no fear of humans and would just sit there and allow a human to club them to death, until their species went extinct. They had no time evolutionarily to develop an innate (emotional) fear of humans.
Physical violence/robbery on the other hand is a long-standing human tradition, and something we are hardwired to react to emotionally (Amygdala vs. PFC, etc). We can of course override our Amygdalas with our PFCs to some extent (in the medium to long-term), but the "gut reaction" core is still there.
Another possible reason (for me at least) is that ethically I have a lot of inner turmoil over violent punishments (which physical incarceration absolutely is IMHO) for nonviolent crimes. Of course reality is much more grayscale than that given that crimes like SBFs could leave a family destitute and starving, which is violence-adjacent if not outrightly violent. A violent sentence for a violent crime intuitively feels a lot more "let the punishment fit the crime" than a violent sentence for a nonviolent crime.
Anyway, I don't have answers, but throwing some speculation onto the pile.