And yes, you are technically correct in that there's no way to know that they are or are not pulling in money and pocketing it. I'm not sure how that's relevant to the questions asked but okay.
In UK, a non-profit association does not have to be legally registered to be legal.
No. In UK, many an unregistered association is a non-profit e.g. sports clubs, volunteer groups, societies.
Anyway, "non-profit" is (i.e. "only makes sense defined as...") a legal status, it isn't just a way to say "not making money" (after all, we wouldn't call any failing business a non-profit, right?), so it really doesn't make any sense to ask if an illegal underground gang is "non-profit". GP is correct to point that out.