As long as New York did not do something that affected Chicago, they really did not give a flying fuck what happens on the east coast.

One thing to keep in mind about Ricca, is he was not stupid. If the situation brought heat to him from New York, then he would get rid of the problem as fast as he could. Not saying he was weak, but he was not greedy either. I do not think that Ricca blackmailed Gus. Gus was stealing and Ricca took care of the problem.