These guys aren't so smart (spoilers)
Let's face it; the characters in this story are not that bright.
Don Clericuzio, the old wise man, has his daughter's husband murdered in front of her, and seems surprised when she is traumatized by this. Talk about clueless.
Even if Pippi deLena wasn't dumb enough to leave his little tassel on his shoes, so that Rosemary knows who kills her husband, she'd likely be driven insane anyway. She's madly in love with the guy; here they are in bed on their wedding night, after surmounting huge odds to make the marriage happen, and they shoot the guy, in front of her. Of course she'd go bonkers.
Pippi shows his lack of cunning a bit later, when he hits the gambler, played by the future Pussy Bompansero. He shoots the guy in broad daylight, on a crowded street, with witnesses. Quite the genius...
...and of course, the scene in court, with the witnesses changing their stories on the stand, is ridiculous. If people are going to do that, they'll go to the prosecutor and say, "I think I made a mistake." If the prosecutor can't convince them to stick with their original stories, his case falls apart. Even if he was dumb enough to try to go to trial with no evidence, no judge would ever allow it.
It's all a myth. If these guys were really smart, they'd be in a legitimate business. To quote Don Corleone: "A lawyer with his briefcase can steal more than a hundred men with guns."