The inmates got closer to one another after sharing their life experiences.
Well, the three knew each other well before Alex showed up, and the reason none of them talked the first time they went to the painting job was because of Alex!
For them, Alex had done a crime worse than theirs—only Marcus did an actual crime, which was to beat someone's ass—but he also did it to protect a woman, so all is well.
Anyway, the fact they now knew Alex was Shadowborn and the fact they knew he was a decent person made their interactions much more vivid.
"The three of us are actually playing together, you know," Kennedy said. "I know you are a solo player, but we could work together on some types of content in the future."
They wanted to work with Alex, and Alex himself did not see that as a bad idea. He had a main quest that required the help of others, and the brothers from prison looked like decent people.