Also remember the scene when Michael returns from Cuba. Neri and Tom are with him, and he's greeted at the door by Rocco (again, left behind.)

Then, if you take a close look, when Mike says "Fellas could you step outside for a minute?" Rocco immediately goes for the patio door. Al on the other hand, takes a moment, flicks his cigar, then slowly leaves. Also note how Neri stands at the door for a lingering moment once the door is closed.

I agree with Turnbull. There are signs there...they are just very subtle.