Bob doesn't have any of the original details of the originating bank and loan, he's sufficiently likely to trust the person who seems to know what's going on an

Bob doesn't have any of the original details of the originating bank and loan, he's sufficiently likely to trust the person who seems to know what's going on and who messaged him out of the blue, saying "Please, please, I beg you, transfer the money that just showed up in your account [from Loaning Bank] back to me, at Different Bank by means of Western Union." Bob, being a kind and honest person, is unlikely to guess at the existence of the loan. If the person does look up the details and just transfers the money back to the loaning bank, that doesn't cost the scammer anything.