Exactly. The show wanted to pull a Carlito's Way type of ending with Frank. The old school gangster with morals finally has the money for a new start and wants to ride off into the sunset with his wife, he successfully takes on the main bad guys, but just when he thinks he's home free, bam! Remember me, Benny Blanco from the Bronx?
The difference is that in Carlito's Way it made sense for Benny to be at the station, because Pachanga betrayed Carlito, and it made sense for Pachanga to betray Carlito because he thought Carlito wasn't paying him enough and was disrespecting him.
On the show it's never explained who betrayed Frank, why, or how anyone knew where he was.
The ending made it even more confusing:
- what are the Mexicans doing at Chessani Jr.'s inauguration?
- did Chessani throw the Mexicans at Frank because Frank knew too much?(Chessani would find out from the Russian broad that Frank was at the house)
- are the Mexicans part of the corridor deal now
- how was the corridor deal even possible after two head honchos were killed and Osip's money was lost?