This episodes displayed Tony's helplessness despite his influence. He couldn't prevent AJ from attempting suicide, and when he tried to talk to Carmela about depression she avoided the conversation.
Even at the very end, in the hospital, when he tried to get pizza to AJ to cheer him up like he used to do in previous episodes, the nurse told he wasn't allowed to. The italian song at the end "Antony, little Antony, I'd rather see you dead than a bandit in the mountains" speaks for itself.