What’s the moral difference between “Nice casino- many fires lately” vs. “Nice house - paid your taxes”?
In many cases, the mob provides things that people want - after hour drinking, untaxed cigarettes, sports betting, etc. This part of the mob business you can take or leave depending on your desire for those products.
Government provides little that people actually want, but rather that which government itself determines people want, and provides it in the most inefficient and wasteful way possible and often prevents private competition for those services (for example, private trash collection where city-run services are a monopoly.) For the most part, therefore, the mob and government are not much different, except government has a better name.