I thought it was a masterful finale. Just wonderfully somber and powerful. I was relieved to see that nobody died because honestly, that feels like such an easy conclusion to write these days. I think having things play out the way they did not only seemed more believable to me, but sort of more tragic as well.
Imagine being Stan and chasing these suspicions while a part of you is praying that you are off base, only to reach that garage and have all of it confirmed. What a moment. He had spent so much time with those kids! His son sort of dated Paige and of course he spent all that time serving as a sort of mentor to Henry. Then think about all those family gatherings and dinners they had shared! Finally seeing the reality of the situation after YEARS of friendship and bonding would have been devastating for anyone. I really appreciate that scene playing out the way it did.
As for Paige, nobody knows anything about her work aside from Stan, and he's not saying anything. The FBI might ask about where she went when they began watching her building, but she had already left. She could have been anywhere, she's a college student. I like to think that after denying any knowledge of her parent's activities, she can talk to Stan and begin the healing process there. If Stan is going to take care of Henry, I don't think its out of the realm of possibility for him to take Paige under his wing in some way as well.
As somebody else already said, I like to think Oleg will be alright. He has powerful allies back home and I'm sure that government will appreciate his efforts to ensure Gorbachev's survival. With all the change that comes in just a couple of years from the end of the show, I think at worst he does a couple of years in prison before receiving a pardon.
As for Philip and Elizabeth, obviously there is a stunning amount of emotional damage they need to recover from. In terms of basic survival, I think the government will have a place for them, even if its just some mundane thing like Oleg's Transportation gig. Perhaps they even go on to train young spies, who knows. The big thing for them is the question of seeing their children again and I like to think that definitely happens again with Paige, but I'm not so sure about Henry. He may never forgive them. Even if he does, years will pass before a meeting becomes a possibility and that is going to exact a toll on Philip and Elizabeth. So at best, they wrestle with tremendous guilt and longing for years and then they may still never get closure with their son.
It was a fitting end that felt true to the spirit of the show. I really liked that series and feel it has gone terribly under-appreciated for the extraordinary gathering of talent across the board that it was. It will be missed!