A similar thing is happening right now in Brazil. Ex-policemen are forming militias that supposedly "protect" the population in cities like Rio. If you don't pay them, you may very well be the target of "bad people".
Some governments will kill you without warning, either. I think the point to be making isn't that mafias are fundamentally different from government, they're just worse in almost every conceivable way.
There's plenty of mafia-like organizations with their own equivalent of justice system, and plenty of warnings before they decide to go with the ultimate option.
It was exactly this ill-conceived mentality that "mafia and government are the same" that brought mafia-style militias to Rio. I can almost imagine criminals laughing of this kind of idea.