Quite true. In an anarchy, there would be so much chaos that there would not likely be any group strong or rich enough to buy weapons from the Ferengi (if there were, they'd take over and become the government). You can't sell weapons to a disorganized mob.
Indeed, businesses require the stability an effective government provides in order to profit. For that matter, it's not like there's anything particularly incompatible between capitalism and dictatorship. Just ask Pinochet.