Now that the spoiler tag has been added, one theory I heard was that since Phil was killed in front of his family, Tony was going to get the same treatment. I don't buy that since the NJ and NY familes had an agreement. Tony and NJ could go after Phil but NY wouldn't give them Phil's location.
Another thought I had was that it seemed like things were starting to go well for Tony and his family: Phil is out of the way (although he's going to have some potential legal troubles), AJ looks like he's getting his life on track, Meadow has a good job lined up after her parents weren't happy with her dropping out of med-school. I wonder if you were supposed to infer that something bad was going to go down in the diner.
I think Chase just wanted to mess with people. He didn't want an elaborate ending. This was just another episode in their lives. Nothing more, nothing less. There was nothing in this show that would lead you to believe it was ending, and I think that's the point. Not saying I'm happy with it necessarily, but I think I understand why it was done.