I'd noticed that photo, as well. And I agree with the above comments. I don't believe that Sonny and Rico think of each other as simply 'co-workers'. They're best friends. And considering the work they do and the things they've been through together, a bond has been developed that is quite strong. So it's quite natural, I would think, for a photo of them to be in his locker.

I think it would be odd, actually, if there wasn't one.