The Sopranos finale is the only one of those shows that isn't a total cop-out because the writers liked the character too much so tried to give them a totally unearned catharsis. Mad Men and Breaking Bad have incredibly cowardly finales. The problem with the "ermm you missed the point by idolising them" meme is that in almost all those cases it's undeniable from the way in which the scenes are famed that you ARE intended to like them. I mean, you don't end a show with this ←- shot if you want people to hate the character.
The usual defense of course is "oh it's just realism because in real life such people often get away with such things" (with optional accusations of supporting the "Hayes" Code because nobody on here can spell "Hays Code" correctly), as if that's what people are objecting to, as if mise en scene doesn't exist, as if all the metatextual framing choices don't make it clear that the protagonist is still intended to be liked. So, really, no, I don't think anyone "missed to point by idolising" Walter White, Don Draper, or BoJack Horseman. I think people are just too uncomfortable to admit how much the show kinda DOES want you to like them.
The Sopranos really is the only exception. David Chase pulls no punches with Tony Soprano in the finale and it's why it's the only time the ending works because it completely avoids any catharsis for a character who does not deserve it.