I agree that they are capable of ripping off other criminals but when paulie kills that first columbian as a message in season 1 he says that they were warned which means the columbians must have known it was them but their was no retaliation for it. The later columbian killings in season 6 seemed more to do with robbing them than sending a message even though they werent wearing ski masks or anything and why do they always kill people with their jogging suits on.