Sammy isn't under the protection of the Feds anymore. He's even went as far as to have made the statement "When someone comes for me make sure they're good".

And anyway, he was cool. But he was stupid for ratting out Gotti because it broke the oath, but as he's stated he didn't care about that because after he got in he saw that every rule in the book was broken.

Gotti was going to screw him over and he got stupid and ratted Gotti out, if he was smart he'd went to Sicily to hide and then come back and kill Gotti or something, which wouldn't have been much of a challenge for him to do considering Gotti is worse than that imfamous Joey Zaza we all loved to hate in GF3 :p