That "bonding" was more of the mutual interests of Rockwell and Elijah Muhammad as opposed to Malcolm. Once he'd broken free of the Nation of Islam, Malcolm sent this telegram to Rockwell.
"This is to warn you that I am no longer held in check from fighting white supremacists by Elijah Muhammad's separatist Black Muslim movement, and that if your present racist agitation against our people there in Alabama causes physical harm to Reverend King or any other black Americans who are only attempting to enjoy their rights as free human beings, that you and your Ku Klux Klan friends will be met with maximum physical retaliation…"
Doesn't sound like much of a bond.