> if you run something like a drug trafficking business

Violence and other crimes are inherent in the illegal drug trade once you get to any high level. Your local friendly weed dealer may not hurt anyone physically but the people above him are another matter.

> you can probably run a generic shipping business if you make the same risk adjusted money

The propensity to take a course of action based on "risk adjusted profit" rather than "right or wrong" is a pretty good predictor of future criminality.

>Violence and other crimes are inherent in the illegal drug trade

In the movies yes.

In real life, you have hired security, in the same way that a large company will have hired security.

Right and Wrong is not the same thing as legal vs illegal. Many morally wrong things are legal, and many morally neutral or right things are illegal.