Quite a few movies romanticize the Mafia and criminals in general. Vito was romanticized in GF. We have to remind ourselves that Vito made his living through "the utmost reasonableness--backed by murder." His main businesses, gambling and unions, were hardly victimless crimes. The big money in gambling comes not from the odds favoring the house, but from loansharking--a business of broken kneecaps or worse. And every dollar diverted to Vito from a union was a dollar diverted from a working man's pocket.
However, if I had to give one theme for the Godfather Trilogy, it's: "Crime Doesn't Pay." Look how the trilogy ended.