Even in Italy where it's much more common and mafia are everywhere, do fathers in legit families not want their daughters marrying into a mafia family. And it causes feuds among the families and the woman and man end up eloping. I've seen it so many times.
Why? Because they know their daughter will end up a widow or wife of a fugitive or best case scenario...wife of a man in jail for life and raising kids on her own.
If the daughters family is mafia it's usually ok though. They try to have their daughters marry into certain families for the sake of the family.

In the US there are times when the girls father has no idea his future son in law is connected and if he did know I can't see a father being ok with it. No way.