I personally think what agent harris meant was that the FBI were going to win out over the mob. By telling him Phils location the feds would know straight away who had ordered the hit and could prosecute Tony accordingly, so maybe he was setting Tony up to add a bit of weight to Carlos testimony. Plus it was no secret he didn't like Phil so to him he'd be killing two birds with one stone and may just consider Phil as collateral damage in the pursuit of justice!