You raise a good point, McCluskey. As I posted in another current thread: Not only didn't the police investigate Fanucci's murder, but no one was sent by "higher-ups" to continue to collect from the legitimate businesses and rackets he was shaking down. Vito stepped in, apparently with no one's permission and without paying off anyone. That leads me to conclude that Fanucci was a free-lancer with no Mafia contacts.
A clue: young Genco refers to him as "The Black Hand." In immigrant neighborhoods, local racketeers--often just individuals--would invoke an identity with some feared organization in the home country, such as "The Mafia," "The Black Hand," "The Commorra," "Die Bruderbund," etc., as a way of increasing their clout and striking terror into their victims' hearts. In reality, they were basically free-lancers operating more or less alone. Maybe Fanucci was one of them.