Having competences both in system administration and in the military is sometime useful. Especially when I'm involved in Police operations to discover systems used by our fellow system administrators working for the dark side of the Force.
Yes, the first interesting thing is that crime uses Information Technology at the highest level not only to stole data but also to manage information about its business. If you still imagine mob guys acting like James Gandolfini in "The Sopranos" you need to update your eeprom. The lower level of crime organizations, people carrying guns and shooting each other, is only the tip of the iceberg. The real danger are people wearing tuxedo.