At the time of the murders, Jimmy Eppolito Sr was a soldier in Gaggi´s crew. To take out his captain, without a permission, would have been an extremely stupid thing to do. Castellano would have figured it out if his right hand (basically) one day after a sitdown between Gaggi and the Eppolitos, suddenly went missing.
Remember guys (and I really feel that this should be addressed more often), this is the Mafia we are talking about. Organized crime with rules, protocol, structure and tradition. Not some trigger happy street gang!