Did David Chase take his cue from The Twilight Zone?
OK, if you're not all exhausted by the Sopranos talk and examination of that final scene, let me bring up yet another take on the episode, via a friend of TV critic Roger Catlin at The Hartford Courant.
During the scene in the safehouse in the episode, there an an episode of The Twilight Zone playing on the television. An alert viewer figured out that it was the 1963 episode "The Bard," where a TV writer gets help from the ghost of William Shakespeare, who gets angry at the meddling from advertisers and the network and eventually punches an actor (Burt Reynolds).
As Catlin's friend puts it:
One is left to wonder whether Chase was more drawn to the teleplay within the teleplay because of its idea of the impossibility of writing a very, very important script (and pleasing yourself, AND pleasing everyone else too) by non-supernatural means or instead that even Shakespeare sometimes had to be a show biz pragmatist.
You can't have everything.
This is a cute theory, though in the end this is all speculation. But I would assume that nothing in that finale, from the songs on the jukebox to the cat staring at the photo to what's on the TV in the background wasn't thought out carefully. Or maybe we just examine TV too much these days, heh.