That's the point. The idea is that one should 'fall on the grenade' to protect his criminal comrades. When he instead throws them to the wolves to save himself, people get up-in-arms about it.

Though it's not all that surprising. It's sort of like whole 'honor among thieves' ideal. When you throw in with a bunch of people that are willing to 'colour outside the lines,' sometimes the lines that they cross will not just be the lines drawn in the sand by the law, but the lines that you yourself draw in the sand.