Good point, Mark. Logically, if the FBI (or other law enforcement) thinks it valuable to get agents close to the Mafia, how much more valuable would the agents be inside the Mafia? And, sure, we'd never know about it for obvious reasons.
On the other hand, if an agent or undercover cop were made, he'd surely have to commit a murder or some other major felony to get made, or soon thereafter. That'd put law enforcement in an untenable position, and would make the made agents useless as witnesses.