Paulie had kind of a strange relationship with his boss, Tony Soprano. Paulie doesn’t really have a family of his own. His father was non-existent, his real mother turned out to be a nun, the woman who raised him was his aunt and he never quite forgave her for lying, and so he’s just a sad, lonely old man. He doesn’t have much of a love life and no children (that he knows of,) so the mob has become his family. As such, Tony has become something like a brother to Paulie, and he defers to Soprano with a tremendous amount of respect. There are times when the two don’t get along, but Paulie clearly loves Tony, even if he doesn’t know how to show it or say it. Tony, for his part, cares about animals more than people, and his greatest love is probably a racehorse named Pie-O-My. Tony even had a painting of himself done with the horse, but when she dies in a stable fire, he never wants to see the painting again. 

Instead of chucking the painting, Paulie has the artist paint Tony like a general (he looks a lot like Napoleon) and puts it above his fireplace. In the season 5 episode “All Due Respect,” Tony visits Paulie at home and discovers the painting. He’s initially furious, and demands to know why he both kept it and painted him like a general. Tony had ordered the painting burned, but Paulie explains:

“But I told the guys, the chance to hang a picture of you on my wall? I rescued it from the flames.”

When Tony reminds Paulie how much it upsets him to see the horse, Paulie tells Tony that he doesn’t come around anymore, so he didn’t think it would be a problem. There’s real sadness in Paulie’s voice, and Sirico plays the part of a kicked puppy surprisingly well. He loves and misses Tony, and even if there are good reasons to avoid one another, like law enforcement tailing them, he wants to remind himself of his mafia “family.”