I'm not quite sure what the Mafia is, but if you are worried about being targeted by anyone, you should keep a lookout for Team Rocket. They won't be looking for you because you are an outsider though. They try to steal pokemon from anyone at all. The more rare your pokemon are, the more of a target you'll be. Admittedly, a lot of the lower-ranked grunts are more obnoxious than anything else, but they are capable of a lot more than simple muggings on the street.
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