Yeah, I'm with Daniel on this one. Lefty was obviously terrified of getting backstabbed by a fellow wise guy (remember the tiger scene?), so I believe he was relieved he got done in by a cop. True, he got whacked by his fellow wise guys anyway, but at least by then he knew it was coming and was ready for it. I think he also said it out of a genuine love and respect for Donnie, not out of sarcasm or bitterness. Kinda' sad, though.