Out of fear that he'd snitch. He knew the reality did what he had to do. either way, his legacy was gonna down as Henry the Rat so fuck it.

Paulie couldn't trust him after the whole drug thing, Jimmy was a paranoid psycho whose solution to everything was murder. Niether of them wanted to do it, and the fact that they waited was a testament to how much they liked Henry. Unfortunately for them they waited too long.