I think that quote is out of context. RK is speaking about the aftermath of some killing he did and the media coverage of it. Obviously we need a time frame to put into context his statement that he didn't know he was mob related.

It's possible he was not a hitman for the mob. It's possible he was just a hustler who operated with mob protection and killed people on the side as just a way of doing business and entertaining himself. All of his confirmed kills line up with that notion. If a wiseguy or associate's demise could be linked to Kuklinski, that would be different. But I don't think that's the case.