That's not really true. There's this ex-mobster guy on youtube of all places, Michael Franzese, that talked about how he had no idea that his father was a mobster until he was 18 years old. They could absolutely be presenting a complete facade to their son, especially since that'd be a 0-8 year old Bruce we're talking about here. And there's always the classic case of the serial killer or rapist with sons that had zero idea their parent was into any of that.
Also there are plenty of reasons as to why Alfred could've worked for the Waynes in that case. Maybe he just took care of the manor and had no idea they were shady, maybe he owed something to Thomas, maybe he didn't know at first but became really close to Bruce by essentially babysitting him that he decided to stay because of him, maybe he was a war veteran that had nowhere else to go to, or he had debts to pay and the only way to pay them was with the money he was gaining as a butler.