I rewatched the finale recently, still trying to piece it together. One sequence that finally clicked for me this time was AJ's car exploding and his subsequent ambition to join the army.
Moments before the car explodes, AJ and his girlfriend are listening to a Bob Dylan song, with one specific lyric that stood out to me - "I've got nothing, Ma, to live up to". A.J. has plenty to live up to, that's been a central aspect of his character for most of the show, and especially this final season. He is a mafia prince, and his father is something of a larger-than-life figure.
So the car explodes, and rather than traumatized by his brush with death, A.J. is fascinated by it. Having seen the explosion, and known that he was in it just seconds before, he feels "cleansed", like it was a moment of catharsis for him. This car was a symbol of security for him, and now that it's been destroyed he wants to throw it all away and join the army to be involved in more destruction.
Now compare this to the final scene, assuming Tony is killed - Tony would be shot in the head right across from AJ. This face-to-face, non voyeuristic encounter with violence would mirror the exploding car in many ways. Maybe with his father's source of authority destroyed in front of him, AJ will have another, similar moment, and want to be involved in the mafia that did this.
There were a number of parallels between Jackie Jr. and AJ back in S3 - the main difference is that AJ still had his father's influence keeping him out of the mob. But as we see, once that influence is gone, it is glossed over and the father becomes a mythical figure whose legacy the son feels he must inherit. Considering AJ's relationship with larger-than-life Tony, that is almost certainly bound to happen.
Tony's effort to make the generational leap out of the mafia for his kids was noble, but will it actually work? Perhaps the only way Tony could have truly kept Meadow and AJ out of that life was if he had gone into witness protection with them. Because even if he makes the effort to push them away from it, he is still involved. As Meadow explicitly stated in the finale, she probably would have ended up a doctor if she hadn't seen him getting arrested constantly. The fact is, Tony has failed with Meadow as much as he possibly could. With her, there was never the threat of becoming a mafioso. She's basically turned out the worst that a woman raised in the mafia could be - a mob lawyer, even more actively complicit than a mob wife like her mother. Sure, she's independent and smart, but so was Gloria Trillo.
And as for AJ, he is very likely to try and work for the mob after his father's death. He really isn't smart enough to do any legit work, and he's surrounded by that lifestyle. Who will stop him? Carmela ultimately has very little influence over him. As far as prospective father figures, we have Paulie Walnuts, an unscrupulous fuck who is likely to be the Ralphie to AJ's Jackie Jr. There's also Patsy Parisi, who might be more willing to dissuade AJ, but there is that deep-seated resentment for his brother's death, and Paulie has seniority over him regardless. Silvio would certainly be true to Tony's wishes, but he is comatose.
Taps, lights out, 2200 hours. What's missing? Give up? Television.