I had expected The Sopranos to deal with 9/11 more pointedly: the opening-sequence shot of the Twin Towers in the sideview mirror replaced with a shot of the empty mirror; a scene where the Soprano family sees the news on TV... Now that I see this aired in September 2002, it makes more sense that they wouldn't deal with it explicitly. I mean, this isn't South Park, where it's technically feasible to cover events from the week an episode airs. Still, I spent the entirety of Season 3 waiting for to see that empty mirror in the opening sequence. Oh well.
I think Bobby Baklava's offhand reference to 9/11 is the only one here, and I can understand how after a whole year, all the anger's been talked about and all that's left is a sigh. And sighs aren't dramatic. So why cover them? Probably it was wise of the writers to know that while writing earlier in 2002.
From the first scene, this episode was nothing special. Sometimes it seems like this show takes semi-artistic pains to be mundane. Still, it was never boring. Just okay.