“Sopranos” creator David Chase spent time in therapy himself, so he has an inside perspective on the process. For any number of reasons (not putting in the work, seeing the wrong doctor), therapy has the potential to go wrong. It can just lead to you rationalizing your bad behavior instead of fixing it. That’s exactly what happens with Tony. The root of his problems, from violence to existential dread, is that he’s in the mafia. He’s not willing to leave the mob, so he can never really change.
After the aforementioned near-death experience in season 6, Tony makes the most earnest effort to be different. He tries to be more generous, stops cheating on his wife Carmela (Edie Falco), and decides to view every day as a gift. This attitude lasts for a couple of episodes before his frustration piles up and he stops trying. “Kennedy & Heidi,” when Tony murders his nephew/protégé Christopher (Michael Imperioli) and can’t even pretend to be sad, is his lowest point.
In the series’ penultimate episode — “The Blue Comet” — Dr. Melfi (Lorraine Bracco) reads the psychological study “The Criminal Personality.” She realizes that in her seven years of treating Tony, she’s just been abetting him. Thus, their next session is their last; the final, pointed shot of Melfi is her closing her office door after Tony walks out.
“The Sopranos” is littered with other cases of characters refusing to change, from Vito (Joseph Gannascoli) choosing the mob life because he can’t stand normalcy, Ralph (Joe Pantoliano) possibly killing a horse after supposedly setting out to be a better person, Christopher selling out his girlfriend Adriana (Drea De Matteo) rather than abandoning the mob lifestyle, and most of all, Carmela refusing to leave Tony — and his life of comfort — even when confronted with her complicity in his sins.