The real reason is that with the bootlegging Colosimo would preparare to the war with the others groups in Chicago,that means to buy the tommy guns,the armored cars and so on and Colosimo was happy of what he had,even Torrio survived to an attempt decide that ruthless Capone and his fellows has the people forfight and kill the irish and the other gangs and control Chicago.
That's all,why risk the life when I made tons of cash with whores and dice ? would say Colosimo.