Because they've become the new Internet scam.
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True mystery shopping has been around for a long time and is not a scam. Now, there are scams out there, but you have to do your research. Try DSG Associates. I joined for free! And once they had openings in my area, I've had steady work through them ever since. The pay isn't a lot, but it pays for the evaluation and the food you buy!

I've worked for several other companies in the past and made money shopping and eating in my favorite places. Sometimes the money you receive will just cover expenses — but hey, it's a free meal! Sometimes you'll receive money for reimbursement AND compensation for performing the shop.

Good Luck!
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http://www.dsgai.com/Default.aspx?AspxAutoDetectCookieSupport=1

This one has no fees.
References :
http://www.bmiltd.com/

ALL legitamite mystery shopping agencies are free to join you have only been exposed to the scam artists who are composing lists from the agencies they are affiliated with…
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email me…i have joined many mystery shopping agencies…you get to choose which shops you can do but many of them have certain requirements such as age or where you live…

You can join shadow shopper for a 5 buck trial for 30 days. IF you find lots of jobs, then u can sign on for the $60 membership. I tried it just because it was $5 and actually made $120.00 on my first job, which was at 6 or 7 different sites for the same company so it was all on one check and this place paid quickly. Well, i joined in feb so i missed canceling my membership by 1 day so had to pay the $60 but made about $500 last year mystery shopping, so i guess it was worth it. Plus you can write it off as a work expense on your taxes.
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