Why do mafia hit men drop their guns at the scene of a crime?

On Sunday's episode of The Sopranos, the Italians shoot a man they have mistaken for New York boss Phil Leotardo. Later, Bobby Bacala is killed at the model-train store. Both times, the killers drop their guns at the scene of the crime. As Clemenza says in The Godfather "Leave the gun, take the cannoli." How come mafia hit men always drop the guns?