As long as there are profit to be made outside the state system, organised crime will persist. Just avoiding taxation is an enough incentive to stay on the outside and be an outlaw.
And to do trade illegally, you cant rely on the police for protection of your goods and market share.

Trade is the keyword. The mafia is making profit by either providing illegal goods or by "taxing" legal goods.

For example the armenian mafia in Glensdale, California is making money by "protecting" the businesses. this protection fee is in reality a mafia taxation. Instead of the state taxing you and giving you police protection in return, the mafia is doing it.