Several reasons I could see as possibilities:
1. The Mafia had better stuff.
2. The "legal auctions" actually have Pro Hunters that even Spiders are leery of messing with.
3. The Spiders have standards. Anyone at a Mafia auction is assumed to be at least a little shady, but they aren't really excited about taking out normal blokes.
4. They get a little bored stealing stuff the same way over and over again.
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