Where I don't see New Reno as some kind of failed state with the same living conditions as Somalia, there is a very real sense of peace that the Dons and Donna keep over the people. Gangs like the Deathless probably stir things up a little, but for the sake of business, no one really seeks to step on eachother's toes, and the rule of law in New Reno is a bullet to the head from a cleaner contracted by one of the Families. It's still a tenuous peace, but it works. Everyone carries a gun, and our characters, what with their rampant violence, are the exception to the citizens of New Reno. 90% of the population's guns are small and are only for self defense, so no one wants or cares to bother them about it, I guess.

Grim's retcon to only have the guards pat you down further in the casino could be extended to places the Dons and Donna reside. The guards outside their offices or homes, probably. Mancini's doorman, in the instant that two known cleaners arrived, could've just brushed off their weapons as tools of the trade. Mancini said nothing about taking their weapons away, probably, and they were told a day in advance that Redding was coming and it seems that everyone in New Reno trusts Redding to not upset the balance of power in New Reno, for the sake of keeping business for himself good and steady. Not to mention Mancini's guards are probably only at half-strength in his apartment complex.

Speaking of which, Redding definitely did not have decapitation on his mind. Now, the two have to hope that the Donna is a merciful one. I like this bit of a wrench in the cogs in Redding's plans. It isn't out-of-character for either character and they'll have to adapt to the new sense of risk this presents.