Costigan and Sullivan were vying for Costello’s fatherly presence:

Sullivan was immensely insecure…and Costigan was the exact opposite. Costello even began liking Costigan more. He would have killed Costigan if he found out he was a cop…but that would have been out of sheer self preservation. If Costello had to choose…he would have chosen Costigan. He didn’t respect Sullivan. He treated Billy like his own boy after beginning to trust him. To the point where Billy could mouth off to French, Costello’s right hand man and say to his face “I’m not staying…you can tell him I said that.” Whereas Colin had to grovel and ask for forgiveness when Costello began yelling at him over the phone; “Give you?” Give you?” And then Colin had to take a subdued tone and apologize. Costello didn’t respect that kind of groveling behavior.

Billy on the other hand threatened Costello to his face if he kept accusing him of being a rat. Costello appreciated and respected such a ballsy move. In Costello’s eyes there was more honesty from Costigan the cop infiltrating his crew than there was from Sullivan the informant leaking intel to Costello about police cases against him.

Costello made Billy more of a surrogate son than Colin could ever be. Despite the fact that Colin had spent over a decade under Costello’s tutelage and Billy had only been in with Costello for a year. It’s a testament to Billy Costigan’s superior qualities over Colin Sullivan…everyone liked him better. Costello, Queenan, Dignam, Colin’s own girlfriend Madolyn.

Even in death Billy defeated Colin, by knocking up his girlfriend Madolyn, something Colin wasn’t able to do because of his erectile dysfunction issues.

Billy Costigan was the man Colin Sullivan wished he could be.