That cop was one of the few people that applied pressure to Tony and Tony couldn't get to him in any way. He tried charming him, using his connections to get out of the ticket, tried bribing him. The cop didn't sway and remained with his principles intact. The episode makes the point that Tony felt bad about getting the cop in trouble at his job, but the cop didn't care about Tony's guilt or his attempts to fix things. He still had to work and carry on with his life, and he'll always be a better man than Tony will.
Then there was that coffee shop manager who told Patsy and Burt that their extortion attempt was stupid. If they break a window, corporate won't care because they can just replace it. The manager himself is aware that he can be replaced at any time and everything goes through corporate, so he has no reason to feel threatened by the mob when he has other things to worry about.
Looking at the show as a whole, 95% of the characters are idiots, psychos, hypocrites, liars, cheaters, etc. I could understand if the black characters were portrayed significantly worse than everyone else, but even Tony himself has almost every negative trait you could put into a human being. The genius of The Sopranos is that we still see these people as human beings and enjoy watching them in spite of how awful they are.