If Rio was his bodyguard, which was probably true, then he belonged to the Cicero Crew which was the largest and was Capone's power base.
It's the same pattern that nobody understands because they want it to be like New York.
The Top Boss of the Outfit has the strongest Crew and everybody else is partnered one way or another with him and his top men. That's the pattern. Once you understand and accept it, everything else falls into place. If you try to envision it like New York, it'll drive you crazy and you'll never understand it.