Keep in mind that DIO did not audibly defend his relationship.  If you're referring to this...
[quote]"To reject power and love is not admirable.  I have gained these allies, not because I held them at gunpoint or took control of their minds, but because I respect and support them if they do the same for me.  That is how the greatest comrades are made.”[/quote]
He was needling Forneus for his inability to gain allies, much less gain them meaningfully.  DIO was also not given power.  True, it came from a stone mask, but he wasn't given the stone mask, and even if he would have been, it would have been so that a Pillar Man could feed off him.