Plus, Vito tells Clemenza and Tessio that two neighborhood guys (probably gambling operators) did business without paying off Fanucci. That was another give-away that Fanucci was operating alone.
The novel provides another (subtle) nuance:

In the novel, Fanucci comes to Vito's apartment to collect. It's in the evening, and the people who live in the building are sitting outside, chatting. Fanucci leaves Vito's building to put the money away in his apartment, and Vito crosses the rooftops to intercept and kill him outside the door of his (Fanucci's) apartment. Then he goes back across the rooftops and emerges from his (Vito's) building to join the neighbors in their chatting.
Though I don't have the novel in front of me, I believe it states that Vito was counting on the neighbors having witnessed Fanucci leaving his building, and Vito emerging after Fanucci left, to establish an alibi in case the police investigated Fanucci's disappearance. Nowhere in this passage does Vito show concern that Maranzalla or any Mob-type would inquire about Fanucci. This tells me that Vito was confident that Fanucci wasn't really "connected."