Legalized gambling ultimately helps the Mob by legitimizing gambling, which lowers the barrier that may have stopped average people from gambling at all. Once they get a taste of legal gambling, at casinos or lotteries or OTB, a certain number of people are going to get hooked, and start betting with Mob-connected bookies, card games, etc., simply because it's more convenient for them. And, they're going to borrow from Mob-connected loan sharks, which is where the real money is in illegal gambling. Apart from that, Mobs run businesses that feed off legal casinos--loans, drugs, prostitutes, etc.

Moral of story: wherever people want to get rich quick, you'll find the Mob happily taking your money.