Cicci was caught in a gunfight during which at least a couple of cops were shot. The Feds would have jumped right on that and squeezed Cicci since he was facing any number of "decades" in prison. Besides, he would have known that Mike wanted Frankie to settle things with the Rosatos which would have made Cicci feel quite insecure about Mike.

"Generosity. That was my first mistake."
"Experience must be our only guide; reason may mislead us."
"Instagram is Twitter for people who can't read."