The whole point of these missions was CORRUPTION. The point was to MAKE MONEY. You couldn't even fight without it. And those who lost thousands and thousands could have simply dropped their weapons before being fired upon and bank it. You could be robbed, yeah, but only if you were afraid of being shot.
Mike "El Chapo" Simpson, towards the end of the first mission, got so pissed at FAM for screwing him over as he tried to bribe them, that he bought the entire Cartel full-auto weapons and refused to even try to deal with FAM again.