Dr. Melfi: "Tony. You did a nationalism. You did a xenophobia. You did a sexism. You did a white fragility. You did a weak apology. You did no growth. This makes it abundantly clear you don't understand the intersectional nature of the multiplicity of your offenses"
Therapy is an often tedious, seemingly unproductive process, until it's not– we watch in The Sopranos, Tony Soprano going to therapy and basically doing no growth, until the final season, where he experiences professional triumphs over his enemies (even within his own family) as well as deeply revealing and intense personal trauma that makes his family real to him again, but also the true nature and import of his work.
That the show spans the pre-and-post 9/11-era, and was early to present a viewpoint critical of the Iraq War, is of particular note; Tony struggles to see the value in the old ways of doing things, old notions of honor, and what the mafia had originally represented, and what its presence past and present means for Italian-Americans. This dispute is on display in Tony and a character like Johnny Sack, who has the relationship to these values and with his family and loyalty to both that Tony, only in his own mind, might he be resentful to acknowledge that is who he wish he was. Both struggle with modernity, heavily, and while it causes Tony to spiral emotionally, isolate, and become (more) detached, Johnny turns to his family for enrichment in why he does what he does. Whether 9/11 was an inside job (it was), and whether or not the American empire had objectively invited certain inevitabilities by orchestrating world events as it had via the CIA (it did), 9/11 was a deeply traumatic time for Americans in the tri-state area in particular– and in the series, this is represented in a guy with an old world job, being forced to acknowledge the world is far larger, and his relationship with power and authority much more complex, than he ever previously considered.
There's an element of the postmodern condition to the series; we're introduced to Tony's family, his kids, his sister, nephew, and so on, and we see how contrary to reform or any real actionable path forward, events reoccur generationally. However, because of this new modernity they live in, it causes a forward propulsion that this expansion of thought ushers in for the Soprano family; his daughter, Meadow, actually is the socially-conscious do-gooder that his sister, Janice, always pretended to be, his son, AJ, is a reflection of Tony's suppressed sense of deep emotional discomfort with the contemporary world, and he winds up taking a step a depressed Tony could not have acknowledged. AJ, at the end of the series, is in a deep depression, and attempts suicide in the family pool, Tony discovers him and immediately reacts as a parent, not Tony Soprano, to what he understands as an emotional response he was simply never capable of. The connection between this struggle with the new world order of American monopolar hegemony post-9/11 as now being framed as righteous and justified, we see how this, too, is reflective of postmodernism, and how it keeps the family trapped within this cycle against the stretches made by Meadow and AJ. The metaphysics change, for example: AJ becomes more aware of the world around him, why this happened, and demonstrates a curiosity Tony has suppressed about life as an American, not an Italian-American.
Contrary to Meadow's approach to social injustice (to volunteer time and her labor and make it the focus of her work, in later seasons), AJ is crippled by anxiety about these things, something that Tony only ever reveals in session with Dr. Melfi. This is central to the arc of the series.
Tony ultimately does realize in the moments after he rescues AJ from the pool that in a failure to grow as a person, his son, whose emotions are closer to the surface because he has not had to be guarded as his father growing up, never developed emotionally either, and this moment allows AJ to know about his father's affection for him, but also Tony to recognize a deep pathological neglect, a kind of psychic torture for the people around him. Much of the series revolves around many people criticizing Tony's actions, but happy to benefit materially from them (Janice being a prime example of this, to an extent). This is instructive in why Tony fails to ever develop until the violence is suddenly a personal trauma he is allowed to acknowledge. The violence of the last season shows Tony with a heightened sensitivity to death, even if he's not any more compassionate or even particularly remorseful as those close to him are killed. This is key to understanding the show's ending– we always see the violence from the perspective of the narrative, but never (because this isn't actually possible, and perhaps why the ending scene was so polarizing) from the victim who isn't aware this can or is about to happen, but that one's death can occur literally anywhere and literally any given moment. This is the substance of the last scene– a normal family at dinner, trickling in, Tony is now aware that any moment can be The Moment that it's his time to go.
The final scene is the growth you see in Tony; despite the creator confirming he does die, one doesn’t spend 5 seasons exploring Tony’s mental state's complete inert state to have his death be entirely literal, but the question of whether or not he is actually killed is secondary to the metaphor that it's basically a question of superposition– whether or not he is about to die, he is now aware of the ongoing nature of this for everyone, not just those with violent and persistent enemies, he is always about to die and he is always not in any immediate danger at any point in time from that moment forward. I think it's telling that Chase was surprised how many wanted Tony to die, as if the series message was not literally about whether or not Tony would die, but that it would carry metaphysical weight for the point of the show– that Tony's crimes would eventually define him and he'd exist under the blade of consequences for these actions that have no resolutions where he is alive and out of danger.