Agent Harris was always the "good cop" among the FBI personnel, starting when he knocked on the front door to carry out the first search warrant and politely offered Tony a minute to gather his family and explain what was going on. He was peacemaker when Grasso and Tony almost went at it, was quick to ensure that the broken dish would be cleaned up and replaced, and obviously did not approve of his boss' needling Tony while playing back the tape of Livia conspiring with Junior. He was the one who first approached Tony with a deal for immunity, comes by the Pork Store to eat, and most significantly committed what was certainly a breach of policy by warning Tony of the possible impending hit from the NY crew. So, for whatever reason, he's accumulated a track record with Tony that instantly distinguishes him from his colleagues and from the stereotypes Tony might otherwise hold with respect to FBI agents.
I've long thought that the two middle easterners that have been hanging around the Bing and doing business with Chris and company were red herrings. But it's appearing more and more likely that they are not. In his commentary to Luxury Lounge, writer Matthew Weiner specifically advises the audience to remember the mid easterner's connection to the credit card scam run by Murmur and Benny, obviously with the implication that it would prove important later on.
Now, with Agent Harris approaching Tony personally for help in nabbing terror suspects, given Tony's seemingly genuine disgust with terrorists, and with real, tangible signs to back up the subconscious signals coming out of Tony since season 5 about wanting "out" of the mob, the question has to be asked:might ratting on terrorists be Tony's "out" (and this assumes, of course, that the mid easterners are really funding terrorists with their illicit profits)?
Tony, his spirits crushed after b-lining to the fridge first thing in the morning: "Who ate the last piece of cake?"