Because Italians are naturally conspirative and are well accustomed with the mafia, so things like that are just obvious to them. While Anglo-Saxons or northern Europeans are much more trusting and rather believe they're living in a system of laws where corruption doesn't happen, even when it blatantly does. They're only allowed to believe conspiracies about the current or bogeyman enemies of the establishment, like they believe that the fascist did things like that in 1930s, but would call you crazy if you believe anything like that could happen today in their own governments. Italians see some whistleblower/informant died days before his testimony, to them it would be insane to think anything other than he was murdered. They are right, meanwhile other peoples are like deer in the headlights, with no defense. That's why the mafia immediately took over cities like Chicago and New York when Italian immigrants came in.