He grew up around those guys but he didn't come from the same type of households as them. His father was a honest man and ran his own legitimate restaurant whilst other guys in the Soprano family probably came from broken homes.

The other point is that David Chase is trying to make out is that throughout the show we see Artie constantly down on his luck, even though he is trying to play it straight. He is consistently offered by Tony to get involved in some sort of business deal (like when he offers to loan out some of Artie's money) or a free cruise vacation but Artie always refuses but still always ends up getting shit on someway or another. He even tries to commit suicide at one point. But by the end of the show the Soprano/Dimeo family is decimated, most of the characters throughout all the seasons are dead, even the still living ones are fucked. Its implied Patsy is going to be ratted out by Carlo, Paulie will die because of the Aprile curse after taking over the crew. Yet at the end of season 6 Artie states he and his wife are getting back together, he still has his restaurant whilst Tony is 6 feet under. In the end, after all Artie went through, it pays to be an honest man and it sucks to be in the mob. That was the point of his character.