Why does Detective Rydell continue to investigate the case?

In the 2006 film 'Running Scared' there's a scene where Detective Rydell (a dirty cop) meets with Joey Gazelle, Tommy Perello, and another mafia member.

Rydell informs them that he was one of the cops from the beginning of the movie that broke up the drug deal and shot the Jamaicans. Rydell then tells Tommy that he demands money to be placed in a locker for him within so many hours, or he'll bring them all down... even if he has to fabricate a story to do it.

Why then does Rydell continue to investigate the case of Joey's missing gun, and Anzor (the Russian) being shot with said gun? Why does he want Oleg (Anzor's stepson) to admit that he got the gun from Joey?

Why not just sit back, leave the the whole case alone, and wait to see if he gets his money (since he's a dirty cop.) If Tommy and the gang don't give Rydell the money... then he could try and bring them all down.

It just didn't make sense to me that he'd continue investigating the case, trying to bring in just Joey for the gun, and not the rest of the gang.

If he had of brought Joey in... he'd never have gotten his money anyway. It just didn't make sense.