I think Judith is correct that Tony is dying to spill the beans as a way of unloading his guilt. Like many patients who were brought up Catholic, Tony has a tendency to see therapy as a confessional where one seeks redemption and forgiveness as much as insight and understanding. However, Melfi doesn't want to know what Tony has to say about his impulsive act. Since the first session in the first episode of the first season, she has made it clear that she wants Tony to keep his violent acts split off from the therapeutic discourse. Judith asks about a therapist's obligation if Tony did admit that he whacked Ralphie. Actually, Melfi's only obligation would be to keep it confidential. The so-called duty to warn derived from the Tarasoff case applies only to future victims who are at risk because of the patient's intent to harm them. It does not apply to past crimes. Jennifer is highly conflicted about Tony's seamy side. Part of her wants to know the sordid details because of the vicarious excitement she derives from it. The other half of her wants to believe in his potential for goodness and can't bear to hear what he does in his "business."