They also do when everyone doesn’t.

Not true. Every illegal firearm was produced legally and sold legally.

Making guns is very hard. The only way to get them is from people who actually make firearms. If they don't exist, then you can't get guns, no matter how gangster or organized you are.

I mean, it's not like the Mafia is making fucking factories to produce steel firearms.

Not really. When guns are illegal they're harder to get even on black markets. Gangs usually resort to the next most powerful weapon like knives.