Cities have their own mythos. Las Vegas -- where crazy shit happens. New York -- the city that never sleeps. LA -- the world's largest parking lot. Writers care more about the connotations associated with a city than the city itself. So if a gangster story needs a setting, the first place you look is Chicago, even though the day-to-day in Chicago proper is just like anywhere else. That reputation of organized crime is like writing capital, and it makes sense to take advantage of it.