I personally dont know the reason behind it but I think that Costello also didnt have any kids. Even Chicago leader Gus Alex also didnt have kids, while being in numerous relationships with lots of beautiful women during his life time. Who knows, maybe "the playaz need no love"?! Lol
Mongol General: Conan, what is best in life?
Conan: To crush your enemies, see them driven before you, and to hear the lamentations of their women.