The feds were propably trying to make him feel like he had no options and no friends so that he would co-operate with them. I think they expected the news of his mother's conspiracy to break him. The matriarch is very important figure in the italian tradition. I seem to remember the most senior fed saying something about their shared heritage and the importance of the mother. They were very sure that the card up their sleeve would have cracked him, but they were wrong. Melfi's therapy had somehow prepared him for this moment, and I think it's thanks to that that he didn't crack.