Lorraine Bracco can clearly remember James Gandolfini’s response upon learning how The Sopranos would end after six eventful seasons.

In the new HBO documentary, Wise Guy: David Chase and The Sopranos, Bracco, 69, shared the actor’s take on the final scene of the network’s drama, in which Tony (Gandolfini), Carmela (Edie Falco), Meadow (Jamie-Lynn Sigler) and A.J. (Robert Iler) all meet up for a meal at Holsten’s diner. A hit man in a Member’s Only jacket sits nearby and makes for the restroom; as Meadow runs from her parked car to the restaurant, the scene cuts to black.

The abrupt ending left several Sopranos cast members puzzled, including Gandolfini.

“I was with Jim. Jim said, ‘That’s it? That’s it?’” recalled Bracco, 69, who played Dr. Jennifer Melfi on the hit series. “He couldn’t believe it. … I think he was in shock like everybody else.”

Drea de Matteo, who played Adriana La Cerva, remembered calling people afterwards.

“Yo, did my TV just go out?” she wondered. “And I’m thinking to myself, This is David. This is f—ing David. This is exactly how he wanted to end the show. He doesn’t want anyone to know what’s going on right now.”

Chase, for his part, explained his reasoning for the way he ended the show, including the use of Journey’s rock anthem “Don’t Stop Believin’” — a song choice that had the crew “up in arms.”

“It wasn’t just to be contrary. The more I was working with it, I started to hear one of the lyrics in that song: ‘The movie never ends. It goes on and on and on,’” he said. “I think what I was thinking about was the universe goes on and on. You may not go on and on, but the universe is going to go on and on. The movie is going to keep going.”

Elsewhere in the documentary, Chase also discussed how he once envisioned Tony driving through Manhattan’s Lincoln Tunnel for a meeting and could potentially have died there. “It didn’t look good,” he noted.

But Chase has since left the mobster’s fate up to interpretation.

Former HBO CEO Chris Albrecht admitted in Wise Guy that “countless” people have approached him about The Sopranos’ ending.

“‘All right. I know you know.’ What really happened?” he mused. “The ending is whatever you want it to be. He died an old man. Somebody came out of the bathroom and shot him in the head.”

During an interview with PEOPLE in January for The Sopranos’ 25^th anniversary, Chase remained cryptic as ever about the show’s ending.

“I really hate spoon-feeding the audience,” he acknowledged. “I really don’t like it.”

Never miss a story — sign up for PEOPLE’s free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer​​, from celebrity news to compelling human interest stories.

Wise Guy: David Chase and The Sopranos is available to stream on Max, where all six season of The Sopranos can also be streamed.