This particular episode captures the essence of the moral universe of The Sopranos. Writers Robin Green and Mitchell Burgess convey the juxtaposition of the horrific and the mundane at its center. While Tony and Christopher drag Ralphie's carcass to the river, Tony lectures Christopher on the perils of drug abuse. It's OK to whack a guy, but it's not OK to use drugs. After all, Ralphie deserved it since he appears to have authorized the fire that killed the horse. And let's face it, gang, Tony didn't REALLY mean to kill Ralphie. That Raid in the eyes clouded his judgment a bit.
Actor James Gandolfini has made the point that the show is about how we lie to ourselves. After he strangles Ralphie, Tony manufactures a lie that is so farfetched that only a dimwitted goon strung out on heroin would fall for it. But Tony is more interested in convincing HIMSELF of the lie than in making Christopher believe it. This is how Tony keeps going. He's the one who has to live with himself. The first half of the episode provides ample evidence that Tony is a concerned friend and family member who plans to visit Paulie's mother in the nursing home, who visits Ralphie in the hospital with Ralphie's brain-damaged son, and who takes care of Uncle Junior by helping him fool the forensic psychiatrist. To preserve that image of himself, he must maintain his impulsive killer side in a separate mental compartment, uncontaminated by his conscience.
Christopher crosses himself before disposing of Ralphie's head in the bowling bag. But God isn't around much in this part of New Jersey. No matter what Father Phil says to Ralphie, bad things seem to happen for no good reason. As A.J., quoting "Nitsch" once said, "God is dead." There is a chaos at the heart of this moral universe. Shit happens, and it's hard to make sense of it. The best we can do is lie to ourselves.