That's a huge risk I'm not too sure anyone would take. You'd see it as a benefit, the Agent would see it as a way in. If they're on the case against your family, accepting a "bribe" then turning the money in to the Bureau I think would be solid evidence. Any mobster to try to bring FBI Agents onto the payroll deserved to be pinched.
They would have to be careful of the possibility of entrapment though.
