My theory is that he secretly has the hots for Clemenza and despite initial suspicion of his involvement in Vito's shooting, Sonny still likes to be around the big lug as much as possible.

That's really why Sonny's been carrying on with Lucy...female version of Clemenza & it's the closest he can get without revealing his secret.

I'll be Sonny's real relieved when it becomes clear that Clemenza's innocent !!

Apple