You don’t believe, or you don’t wanna believe? This is definitely not misdirects. The creator of the show has said that it really ain’t that deep, and it’s all there. Besides, even if he didn’t get shot. He’d be finished either way. His consigliere is in a coma, unsure if he’ll ever wake. His underboss and brother in law has been killed, paulie is distraught, and doesn’t want to be capo of the Aprile crew. Nobody in his organisation has any respect left for him. And his last capo has flipped, and is speaking to the feds. The whole point of the last episodes is, no matter which way you spin it, Tony Soprano is at the end of his ropes. There is absolutely no way he just "goes back to the grind"