Not so fast, says David Chase:
David Chase on Tony Soprano Death Story: Author ‘Misconstrued” Him | Variety
"Update: David Chase has now issued a statement on the matter. It reads as follows:
A journalist for Vox misconstrued what David Chase said in their interview. To simply quote David as saying,“ Tony Soprano is not dead,” is inaccurate. There is a much larger context for that statement and as such, it is not true.
As David Chase has said numerous times on the record, “Whether Tony Soprano is alive or dead is not the point.” To continue to search for this answer is fruitless. The final scene of THE SOPRANOS raises a spiritual question that has no right or wrong answer."
It is what it is on the screen and that's it. I wonder if David Chase even "knows". Neither option is really satisfying. Tony being scared for his life at every moment was never really a theme of the show, and to the extent it came up some, he was at a safer place at the end of the show than he was during most of the series. Which is the same problem with him getting killed at the end. Who would have done it and why? I've heard some speculation, but nothing that was ever hinted at on the actual show.