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.