If I am not mistaken, there has been some discussion in the past as to whether or not it's even Rocco who
makes the comment, since it is made off-screen.
Originally posted by Caesar's Dealer:
Yes, he was trying to put suspicion on Pentangeli.
It wasn't Rocco (or whoever made the comment) who was trying to shift the suspicion to Pentangelli, it was MP and FFC.