Why didn't Gyp Rosetti just kill Nucky early since he was not a made man and Gyp could kill him easily?

It's one of those silly details on Boardwalk Empire, historically the NYC Mafia could do whatever they wanted especially to a person who was not part of the Mafia, why didn't Gyp Rosetti just kill Nucky right away when he turned down his business offer and promise to kill anyone else that got in his way?

Just throw his mob status in, Arnold Rothstein in particular was just begging to get slapped around or shot, Jewish gangsters were cockroaches compared to the Italian Mafia, would have eliminated problems very quickly, he wouldn't need permission either.