Strax, where did you get the information about Filippo Marchese jacking off while killing people?
From Vincenzo Sinagra, he was just a regular thief , who stole from the mafia , they didn't kill him because he had cousin who was a powerful mafioso , so they gave him 3 choices: death , leave Sicily forever or to start working for them. He was "helper" in 'Room Of Death', he suffered mental breakdown from stuff he witnessed.
Those guys are in a deranged mental state more like a serial killer, nowadays they don't initiate those guys anymore.