They're united through a deep bond of evil and corruption (that's what the ritual human sacrifices are for). There is no real love between them, just cooperation through a certain binding oath that they make to the group. When one of them goes down, the rest of them work to separate themselves from that person and even help to sink him/her if needed, in order to preserve themselves and their group. They'll turn on him for appearance's sake, and leave him to deal with it on his own. Cuomo understands this and knows what might happen to him if he doesn't continue to cooperate with their rules and follow his oath. It's only when the group becomes completely shattered and they lose power and mutual trust that they'll all start to break their oaths and turn on each other unmercifully. But anything before that is just a show for the public.