Mozzie is a crook, who steals things for a living. He's been one all his life. He never pretended to be anything else. I actually don't think he cares about Neal's standing with the FBI/the commutation - why would he? As far as he's concerned, the FBI is bad for Neal. And if Neal is arrested? Mozzie can just break him…

As others have said, Tim DeKay actually played (minor league) pro baseball in real life - so your "far fetched" argument doesn't hold much water.