Kyle's meeting with Cleopatra came to an end, and he was on his way back home to contemplate what she had asked him to do.
Kyle knew this would jeopardise him, but there was no way he could get close to Marcello without losing his head.
The truth was, Kyle knew Marcello was an evil man and one that shouldn't walk the face of the earth. Kyle knew the Mafia was nothing to be trifled with, and if Cleopatra wanted his head, then there was a chance she would be willing to partner with him.
Maybe with her, he stood a chance, because she remained an unknown variable in this situation.
He knew Cleopatra might be bad, but surely she couldn't be worse than the Mafia, could she?
Even if she was, he could deal with her later—but Marcello was the main threat.
She informed him of the gathering of the families, and there was only one way to take advantage of this situation.