They are consistent in their actions because their actions are all based in self-absorbed ego. At the beginning, Kenny pretends to be driving at Tub because he thinks it is funny; Frank goes along with the "joke" because he doesn't want Kenny to see him standing up for Tub. Tub doesn't "get" the joke, and so later when Kenny seems about to shoot him, he doesn't see that as a joke either; Kenny's killing the dog removes the humor in the joke and turns it into a scary possibility:
They all looked at the dog lying there.
"What did he ever do to you?" Tub asked. "He was just barking."
Kenny turned to Tub. "I hate you."
Tub shot from the waist. Kenny jerked backward against the fence and buckled to his knees.
(Wolff, "Hunters in the Snow," classicshorts.com)
For his part, Frank remains the second-banana, now taking orders from Tub instead of Kenny. As they connect on the basis of their mutual faults, they begin to ignore Kenny's suffering, showing that they both resented him far more than they let on. Tub and Frank's callous attitude towards Kenny shows that their believe their own problems to be all-important, even when compared to Kenny's bullet wound.