As I recall, Rocky died pretending to be yellow so the kids wouldn’t idolize him and follow in his footsteps.
The priest talked him into it, Cagney was great in that (and in everything of his I've seen). It wouldn't be made today.
Great movie. I think it leaves us to our imaginations as to whether he was really yellow or pretended to be yellow.
I remember a TV western series from the late 1950s in which an outlaw, to impress the kids, dances his way to the gallows. Then he looks up and sees the noose.
Suddenly he is crying and screaming “I don’t wanna die!” as they drag him up the steps to his doom.