There was an alternative to liquor for gangs like Capone's--milk!
"After a few weeks, Capone turned the operation [the soup kitchen for the unemployed he established on South State Street in 1930] over to United Charities. But the experience of (briefly) running the soup kitchen convinced him real money was to be made ... selling milk.
"'You gotta have a product that everybody needs every day,' he would say. 'We don't have it in booze.... But with milk! Every family every day wants it on the table.'
"By the following spring, the Outfit had begun establishing its own business, which in later years would come to control a large portion of the Chicago milk market. While forcing its competitors out of business, it got the city to adopt higher quality standards and labels for dairy products-—though Capone, and his supposed concern for Chicago's milk-drinking children, would retroactively get credit.
"As Al would often remark to his close associates, 'Do you guys know there's a bigger markup in fresh milk than there is in alcohol? Honest to God, we've been in the wrong racket right along.'"
Max Allen Collins and A. Brad Schwartz,
Scarface and the Untouchable: Al Capone, Eliot Ness, and the Battle for Chicago, p. 305
(The Outfit's involvement in the Chicago-area dairy industry didn't really flourish though until Al was on his way to prison, and had at least as much to do with Ralph Capone as with his more famous brother: "In the early 1930s, he [Al Capone] extended his Midwestern empire by making moves to acquire a milk processor, Meadowmoor Dairies, Inc., along with his brother and other gangsters. According to the
Douglas County Museum of Illinois, the hustle was that Ralph Capone would ship in milk from neighboring Wisconsin, which was cheaper. They then bottled it in Meadowmoor’s facilities. That way, the Capones could bypass local fixed dairy pricing and also halt the milkmen’s union from distributing only local milk. Former Chicago police officer and mafia associate
Fred Pascente corroborates this in his memoir, detailing how Meadowmoor “was actually a Capone front organization designed to undercut the city’s reigning milk cartel.”
https://www.atlasobscura.com/articles/al-ralph-capone-dairy-industry-milk-cheese)
So here's my what-if: A no-Prohibition 1920's where the Capone brothers make their big money in milk from the very beginning--and Eliot Ness becomes famous for chasing down illegal milk trucks from Wisconsin and busting up dairy plants as fantastic amounts of milk flow into the sewers...