Criminals, almost by definition, are good at doing things without law enforcement catching on. It's possible to try to crack down on this stuff, but like anything else they'll only catch the less competent people.
Yes, smart criminals don't get caught (or don't get easily caught, ie. after much effort and resources). They know that breaking the law in one hand can lead to a domino effect. I mean, look at Gus Fring's enterprise. Turns out, the entire chicken nugget industry was a front. They're probably the exception to the rule though.
The ones that aren't caught are almost certainly not perfect criminals, either, they're just lucky criminals whose errors happen to have intersected with the gaps in imperfect law enforcement.
Most criminals aren't thinking about any of that at all. Either they're so goal focused, any possible punishments don't even cross their mind, or they think they're clever enough to not have to worry about it.
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