The first 55 minutes of the show amounted to a happy ending, by Sopranos standards. At the end of the last episode, Tony was looking into the abyss. But he won -- the New York family sided with him against their own boss! -- and Phil lost. AJ turned around (to the extent he ever will). Tony and Paulie seemed closer than they have in a long time. Meadow is happy if clueless. There were some wonderful examples of the show's humor (AJ: "I'll have a leg up, as an Arabic speaker.")
But then Chase reminds us that Tony's life is inherently unstable. One of his guys flipped. He's likely to be indicted. And then the last scene. Like everyone, I found the tension excruciating and I thought something awful was going to happen. But it didn't. The buildup of tension, the shots of suspicious characters in the diner, were reminders that Tony's world will never be safe. The dinner is a good time -- as AJ reminds us -- but the message of the ending is that good times are fleeting, the world is full of scary people, and death is never far away.
Why do I think he didn't get killed? Well, because ... WHO WOULD KILL HIM at this moment? Phil is gone, and his crew explicitly endorsed the hit. And Tony, who is nothing if not cagey, feels safe enough to be out in public. To believe he was killed, you have to imagine killers not even hinted at IN THE ACTUAL STORY. This makes a lot less sense to me than the alternative.