Why didn't Don Fanucci have any bodyguards so that Vito killed him so easily?

The book actually provides a better explanation than the movie does.

Shortly after young Vito Corleone looses his job at Genco due to Fanucci's threats to his boss, Vito witnesses Fanucci being physically attacked by two neighborhood kids. Fanucci calls for help, but to no avail. This is the point where Vito realizes that Fanucci is not untouchable.

In the novel and in the chronological film version re-edited for TV (The Godfather Saga), Vito witnesses an attack on Fanucci by two youths of the neighborhood who are tired of Fanucci's oppression over the neighborhood. Although Fanucci screams for help, nobody comes to his rescue and the attack ends only when the youths have robbed him, cut his throat, and run away. Vito knows from his own experiences that a real Don would probably be escorted by bodyguards, and that anybody who dared attack him would be dealt with severely and publicly. Vito begins to suspect that Fanucci's power comes from the threat of force rather than force itself.

Don Fanucci was able to terrorize the neighborhood of Little Italy and extort from local business owners because of his association with mafia boss Maranzalla.

Maranzalla was the leader of a criminal ring specializing in extortion, gambling and armed robbery. It was also rumoured that he was padrone to Fanucci, a known extortionist who relied on his connection with Maranzalla to remain 'untouchable'.

Don Fanucci did not have bodyguards. He felt untouchable. His arrogance coupled with the fact that the neighborhood was better off with him dead is how he was so easy to kill.

Fanucci was also despised by the police, so there was no investigation into his death. Nobody (including Maranzalla) cared that Don Fanucci was killed. Maranzalla did not attempt to find out who killed him to avenge his death.

I agree that Vito realized that Fanucci is not untouchable. To me, the reason Vito meets with Fanucci at the coffee shop before killing him is to truly test his level power. Vito brings Fanucci only 25% of the amount of money that he has demanded from Vito, Clemenza, and Tessio. It is telling to the Vito that Fanuci accepts this money without any level of major protest or threat. If Fanucci could really hurt Vito or have him arrested, he would do so. No one with true power would accept less money than demanded. Vito realizes from this act that Fanucci does not have any true power. He is masquerading as powerful and by taking Fanucci out of the equation, he can remove a perceived threat and also solidify his own power in the eyes of others.

This is one that has nagged at me forever... Maranzalla would never have allowed zero returns from that neighborhood, and would have dispensed his best thugs to find the killer.

To see the true genius of this movie, you must disregard slight minutia of human actions. Vito would have been taken care of very easily, and a new extortionist would have taken Fanucci's place.

Reality of early "little Italy" was much more brutal than depicted in the film. The Black Hand ruled little Italy, not the Mafia, and their reach was far into the pockets of the people that made the laws.

If you were a poor immigrant, you were fodder for ANYTHING... the law cared not.