Did anyone catch what Tony was muttering in that final dream? Here's another interpretation of the figure in black: Women—Melfi, Carmela, Svetlana, even Gloria, now that she's dead—provide the conscience in Tony's life. So far, he's been equally attracted and repelled by the moral authority they hold over him. But lately Tony's sunk to new lows: Even if he insists on referring coldly to Ralph's murder as a strategic "mistake in my work," he knows how brutal it was, especially given the condition of Ralph's kid. And he's clearly about to get into more trouble by pinning Ralph's death on Johnny Sack and Carmine's crew. Maybe he's ditching therapy because it's making him too self-aware: When he causes suffering, he has to answer to both Melfi and himself. Tony is about to commit some serious wrongs, ones that may be necessary for his business, and he won't let therapy get in the way. This is a sign of his doom (as Peggy notes) and his lack of hope for himself (as Glen points out) but also of his possible eventual salvation. Depending, of course, on what you think salvation is.