They'd be hypocrites for doing so. It is their job to battle organized crime, but why bother if mobsters kill each other? Mob wars have a disastrous impact on the families, even house cleanings thin out their ranks. They would be doing the feds a favor, because the less mobsters the better, right? Ofcourse, this isn't really the case because the feds need the mob to be there. Before 9/11 it was their bred and butter and when the terrorism hype cools down it will be their bred and butter again.