He's said on numerous occasions that his sympathy towards the wiseguys was strictly the brainchild of Hollywood, in hopes of making a more dramatic movie. In real life he had no qualms about men being jailed or even murdered due to his role as "Donnie Brasco".
I don't think Depp played as being seriously sympathetic. Oh sure he maybe got along barely with Lefty sometimes, but most of the time, I got the impression it was Pistone having to tolerate him....and since Lefty was the desperate low-ranking soldier willing to show Depp the life and get him "in," thats how the relationship happened.
At least that was the impression I got.
If anything, the dramatic story of DONNIE BRASCO, and in Pistone's book itself, you know what I always saw it as?
You all read HEART OF DARKNESS or seen APOCALYPSE NOW....really, Pistone is Kurtz going away on a mission/job, and really coming close to going up the river for good, establishing his own kingdom in this foreign land....except the superiors pulled Pistone off before he could pull a Kurtz.