Crime is much more serious and scary outside the characters' experiences.
This isn't so much a puzzle as an observation: The two criminal bosses who remonstrate with Bricktop as the last fight goes pear-shaped are scary people. Small, angry men, surrounded by heavies. Bricktop is clearly worried. He probably owes them a lot of money, and has no way of settling without going to war and losing everything. (Not the gambler who Bricktop takes down by breaking his fingers - that shows that Bricktop is still a nasty piece of work but no longer has time for petty and entertaining problems.)
Add to that the police at the end. The film ignores the police throughout, which is fine for the story, but those cops are serious looking, ugly, tough men. It seems that the characters we have been seeing have enjoyed a light-hearted romp compared with the way the rest of the criminal world does business.
As Turkish says, it's just impossible to kill the bastard
. A full magazine of .50AE rounds is only enough to knock him out for a bit.