I think another part of it is I don't see thinks quite as bleakly as you do? As I mentioned, my interpretation is that Neal only stayed "dead" as long as he felt necessary, and he's now reaching out to Peter and Mozzie. And Peter didn't look mad. I mean, undoubtedly there will be some anger, but that doesn't appear to be Peter's major reaction. I guess I see it more as an ending that has some people split up, but implies they'll be coming together soon. (Although I so wanted the person who approached Mozzie in the park to be Neal.)

And, really, when I think about, this is the most optimistic season finale ever. As it should be, since there's no next season to fix everything. But season one had Kate die in front of Neal, season two had Peter suspecting Neal of stealing the u-boat treasure (and then Neal finding the u-boat treasure), season three had Neal fleeing the country to get away from Kramer, season four had Peter arrested, and season five had Neal kidnapped. Now the vital difference is that all those things got fixed, whereas here we're more left hanging. But I personally don't have a hard time imagining things going well. I want things to go well. I need this to happen.

Ahaha, Sara would be so pissed to think Neal was dead then find out he was actually alive. She'd forgive him, because she always does, but there would be groveling!