The whole point is to kill a guy before he testifies. After he testifies the damage is already done. There's very little upside in killing a rat at that point, and the smarter bosses realize this.

If a high profile rat (like Massino or Gravano) ever got hit, the Feds would rain down on these guys like you can't possibly imagine. Crimes that were barely prosecuted before (small gambling operations, etc.) would become primary targets for law enforcement. And forget about "sending a message." This ain't Sicily (or even Canada). Law enforcement won't allow it in this country.