What makes the Sopranos so consistently different from other TV series is that the best episodes are organized by theme instead of plot. Here the theme concerned the dangers of showing weakness in front of other men and it was echoed over and over in the subplots.
In Tony’s business, even the appearance of weakness could lead to death, so he does what he has to do, despite recovering from his gunshot wound, to show the others that he’s still the alpha.
The final scene was an ironic twist on his therapist’s advice. I loved the last shot of Tony sneering proudly at himself in the mirror.