That's often the case (and has certainly been the case with GOT): the penultimate episode is where shit gets real, and the final episode involves a fair amount of thematic house-keeping. Think of Baelor in Season 1 with Ned Stark; Blackwater in Season 2, and The Red Wedding (The Rains of Castamere) in this season.Bit underwhelmed if i'm honest. Was a good episode in its own right, but a pretty meh episode 10.
The Sopranos did this a number of times (Seasons 2, 3, 5 and the last season spring to mind.) The Wire also did it in several seasons (the first 3 I believe.)