Look at it this way. If you were going to be involved in crime, would you go with people in your neighborhood or people in another city? It's basically like that. They trust each other by where they come from which is Italy. They believe they can't trust any other nationalty, and that if they come from the same country then no-one will rat against each other.
They all come from America, just so you know. Where are you trying to find all these 100% Italians you're going on about? Your grandparents coming from Italy a hundred years ago, doesn't mean anything. You're born in America, you're American. You have no more honor than Chef Boyardee and his cousin Francesco Rinaldi.