This season's episodes, imo, surpass everything there is or was in tv entertainment - including all previous Sopranos seasons. The stories now zero in on the series' ultimate intention, and they do so with the pure beauty of uncompromising clarity and decidedness.
There are two aspects about the Sopranos that - imo - always seemed to be of central importance.
One is: the series transcends the genre in that it really is a story about modern life in the Western world, the world of late capitalism.
The Sopranos people really are like everybody else; they have the same aspirations, dreams, needs, or rather greeds, as (I would guess) average western consumers have: cars, money, fancy homes, loving wifes, providing husbands, worthy children, whatever. The Soprano universe is populated just like our own: there are bullies, dreamers, alphas and others, shrewd ones and dumb ones, rich and poor, everyone struggling along as best they can.
Only the means they use are outside the consensus of "law and order".
For years and years, we could always sympathise with this or that reaction, utterance, emotion: didn't these people feel and think understandably? Wasn't it easy to identify? And then there would always be that chilly shudder when we were thrown out of the identification by some atrocious act or other. A shudder both pleasant and repugnant, just like what AJ must have felt when watching his buddies torturing the other guy or beating up the African.
The point is, the Mafia world, complete with bigotry and deception, is just a finely crafted mirror of our own. And it is not even that distorting.
Another aspect of the series that has always seemed crucial to me is how people perceive the world they live in. They mostly don't, really. Instead they form their own concepts of what there is, how it should be, how they want it to be. They mostly live in their own worlds, haunted by their minds' demons, driven by their fears. A flock of ducks is not a flock of ducks, but turns into a whole world of psychological projection. The test dream, Corrado's mindset, now becoming its own caricature, Janice's or Carmela's self-deception, to name just a very few - all examples of people being completely and quite willingly locked up in their own psyche. Again, this is very close to reality, as far as I can see.
. . . but I gotta say, it's a hell of a stretch to reconcile the guy we met in the first season with the one in the desert on a drug-induced vision quest.
I beg to differ. We've been watching a contemporaneous Mafia show all along - a show about people who make a grand living out of violence, bribery, extortion, killings, etc. The series made no misleading pretenses at all about the nature of its story and protagonists - if in doubt go rewatch ep 1. I think it was very true to its subject from start to (almost) end.
I presume your disappointment might be caused by the series not adhering to common film & tv stereotypes, the normally inevitable catharsis of the hero being one of them, especially in American tv and cinema.
The closer we get to the end, the clearer it becomes that Chase et al. do not intend - and never did - to serve the myth of redemption. The Sopranos is no Fairy Tale. It is about the Real World, and most grimly so.