i am guessing furio wasn't officially made inside of tony's family before he left, just an associate of his family borrowed to tony from annalisa (female neapolitan camorra boss) because furio represented her business interest in a international car theft partnership with tony. furio was a made guy in naples and still a member of the naples camorra family while he was working for tony so i am guessing tony couldn't touch furio anyway without permission from the other side or he would risk a business falling out and bad blood with naples.