Even online illegal markets have coercion. Remember all that assassination stuff around Silk Road?
But I also seriously doubt that most illegal markets are online. Even first world countries have actual physical black market networks for illegal goods. And if you venture into a country where corruption is routine (which is where most of the world lives), illegal markets are literally right around the corner - drugs, fake IDs, firearms, you name it.
(Personal side note: it can be a very... eerie... experience when you happen to run into such a thing by accident, and realize just how close it was all the time.)
And most of those physical markets definitely have coercion aplenty.
I don't find this to be true, given that most are online markets.