The thing with Sinisa is that he's half Croat, but while he was away playing a match, his best friend a Croat burnt his house down or something lol, and his uncle was plotting to kill his Serbian father. Arkan captured the uncle and asked Sinisa if he wanted him dead. lol.
So that has to do a lot with why he liked Arkan, doesn't change the fact he was insane though lol.
The lines of friendship back then were blurred (it was more like tolerated friendships). You can ask anyone that lived in Bosnia or whatever ... In Yugoslavia everyone seemed to be friendly with each other and once the war broke out, ppl just started back stabbing each other, choosing sides, etc