A more subtle reason might be that the mafioso, in "guaranteeing" the sale of a blind horse to a victim who is not under his protection, is offering a demonstration by reminding everyone that without his protection, cheating is "guaranteed" to occur. The mafioso himself has an interest in making regulated injections of distrust into the market to increase the demand for the good he sells: protection. If agents were to develop trust among themselves, he would become idle. The income he receives and the power he enjoys are primarily the fruits of distrust.

Builds on: "Market-based protection shifts with opportunity rather than principle"

Diego Gambetta, The Sicilian Mafia The Busi…, loc. 62