Vinny was engaged in a romantic relationship with Queen Jillian of Faq while Albert was being popped. For all intents and purposes, Vinny is Albert's father, and is almost certainly the reason that Albert shares some Transylvitian Signamancy.
Vinny treats Albert as a son, helping to teach Albert everything he needs to learn -- combat techniques, tactics, and morality. When Albert was forced to watch Sergeant Brevis croak due to Albert's own reckless action, Vinny visited him and took the opportunity to help Albert reflect on Loyalty and responsibility. (This is also where we learned that Albert lacks the Drain Life special. When Vinny offered Albert a live whacamole as a snack, Albert did not partake.)
When Vinny tricked Albert into leaving the hex so that Vinny could conquer the City of Faq (on Caesar's orders), Vinny was extremely saddened, but followed his Duty. Albert tried to goad Vinny into a duel, because he had no other course of action to try to stop the conquest. Vinny did not rise to the bait, largely because Vinny knew he would easily win that battle, and did not want Albert to croak.