People were upset because it didn't show anything ... maybe Tony got what was coming to him or maybe he just another order of rings and some chili cheese fries. No one knows.
And unless I missed it, nobody came out when it was over and said 'Yeah, Tony got blown to bits and what you're seeing is him fading to black as the series did.''
If I'm wrong, please correct me. Again, I was not a Sopranos regular.
Here is as short as an explanation as I can make...
The scene was foreshadowed three times in the final season, as confirmed by David Chase in later interviews. The ending forced the viewer to put all the pieces together, but it definitely was clear that Tony was assassinated.
In the final season Tony is fishing with his brother in law. They talk about death. It is clearly stated "you probably never hear it happen." The same scene is flashed back at the end of the next to last episode. Also, Silvo is eating dinner with a rival Capo and they make a big production about the guy getting blasted before Silvio heard or understands that he was shot. Later, he tells Tony that, "I never heard or saw it until it was over."
David Chase confirmed both these scenes are a part of the ending.
On the final scene inside the diner the editing sets up a repeating sequence that continues for the full five minutes. The sequence is the same for the entire time to tell you exactly what is occurring.
1. Door Bell Rings
2. Shot of the room looking at Tony's Face
3. Tony's actual point of view (view through his eyes of who is coming through the door)
4. Side table shot of the group seated
5. View of patrons in the bar
6. Repeat
This sequence continues exactly in that order allowing the viewer to know who is seeing what and who. So when Carmella walks in for example, The bell rings, cuts to Tony glancing up, cuts to his point of view seeing it is her, cuts to side table, shows the patrons to build suspense... Bell rings.
So in the final moments we clearly notice the camera focus on the guy in the grey jacket that comes in with AJ sits at the bar. In the room shot sequence we see him go into the bathroom right behind Tony even though he sat down 20 seconds before.
We see Meadow struggle to park and we hear the bell, Tony's face, then in the sequence we are supposed to get Tony's point of view the screen goes black with total silence.
No music. No noise. He has been killed from behind as the grey jacket man emerged from the restroom behind him. He "never heard it happen."