Yeah, I thought it was pretty far-fetched that he made it home. And it felt like he was made to die because of the rule that says complicated, flawed characters have to die to redeem themselves. Look at it this way, though: if it were all real, Vorenus was such a tortured soul, he was probably better off dead.
I found it somewhat silly that Atia was left as a tragic heroine, considering that she was such a greedy, shallow bitch (don't get me wrong--she was one of my favorite characters, but she was hardly noble).
I will miss that show, but I'm glad they aren't dragging it out for another season. It would have foundered, I think.
Which reminds me: I'm so glad this will be the last season of The Sopranos. That's a show that needs to be allowed to end.