Bogus protection sellers succeed because victims expect extortion

Evidence

As in other markets, in the protection market too there are cheats selling bogus protection. A local entrepreneur told me the (to him hilarious) story of a northern firm doing business in Sicily on a large contract. The firm was approached by a man making the vague sorts of threats for which mafiosi are renowned. So sure had they been that someone would at some point demand protection money in precisely this way that they took it for granted this was the person. They paid up for about two years before realizing they had been conned; their “mafioso” was a phony (I-3). — Diego Gambetta, The Sicilian Mafia The Business of…, 87