Mr. Bharara’s investigation clearly stuck with Mr. Cuomo as well. In the lead-up to Mr. Trump’s inauguration, Mr. Cuomo, who has done little to hide his frustration with Mr. Bharara, told a Trump adviser in passing that the prosecutor was “a bad guy,” saying, “Preet is not your friend,” according to a person familiar with the discussion. (A Cuomo spokeswoman denied that the governor had made such a statement.)