TVC makes good points. Very few gangster retire; especially street soldiers and thieves, two groups Scorsese usually focuses on. But given the option of a boring labor job like Henry Hill's father in Goodfellas...and the fast life of women/clubbing/beating people up/etc, it's not hard to see why people would take the more exciting option. They think they're immortal anyway, caught up in the mythology of the lifestyle instead of wondering what they'll be doing in 20 years
btw, anyone else totally annoyed by the wooden narration throughout Casino, especially Pesci's?