Carmella repeatedly states that the reason she stays with Tony is because the Catholic Church frowns on divorce. If she's really concerned about her soul, wouldn't aiding and abetting a violent psychopath be much worse?
Cognitive dissonance is a thing and a very common theme of the show.
She's just looking for excuses anyway- the show makes it clear that she only stays with him because of all the (stolen) luxury goods and privileges he can provide her.
The timing of Tony's therapy sessions seemed incredibly inconsistent. Some episodes showed Tony just sitting there in silence for about a minute and then they would have a brief discussion before Melfi would say the time was up, and I can totally believe that Tony would just sit there and brood for almost an hour before saying something. Other episodes, however, had him bring up a topic as soon as he sat down, and then maybe five minutes would pass before Melfi says, "Okay, time's up." This is still an amazing show, but the pacing of these scenes was always a little jarring.
This may be more of a no-longer-applicable "It Just Bugs Me" than a true Headscratcher, but I am genuinely curious... what is up with that "I have come to reclaim Rome for my people!" line Ralph uses in "University"? It's ostensibly from Gladiator, except... it's not. Believe me, I know. My best guess is the script for the episode was written before the movie was out (I think too highly of the show to assume They Just Didn't Care), ergo a(n old) script of the movie was appropriated somehow to cherrypick quotes from. But the episode originally aired in April of 2001 whereas the movie premiered in May of the previous year. Hard to say when shooting occurred, but it's strange that this was overlooked. Then again, maybe the Sopranos writers didn't have the same fastidious Fanboyism I do...
Why Tony B. doesn't kill Phil Leotardo when he has the chance? He leaves the scene with Billy dead on the floor, but Phil, the ruthless capo responsible for the death of Blundetto's friend is just there wounded. A final, personal point-blank shot is in order here. It's a hasty scene and he has to get away quickly and his mind is not in an ideal state, but Tony B. should have known better.