I think it's simply my overall problem with the show - that, for all the "Holy shit!" moments it relied on to sustain interest, it never really took any risks in terms of its storytelling. I don't need twists and turns, in terms of plot, but over the course of five seasons, I would've preferred more substantive characterization than "Guy does progressively more amoral/monstrous things with family as his justification, only to finally realize in the end that he did those things because he took pleasure in satisfying his own ego, regardless of the harm he caused."
Hell, you want a risky finale for a show like this? Do an episode like "Fly" - small, introspective, character-driven. You could still tie up the loose ends, narratively and emotionally, and it would CERTAINLY have challenged fans' expectations more than another issue of Walter Comics.