There is plenty of stereotyping in "The Sopranos," and it begins with the very first episode, that indicates how important family ties are to Tony, and to Italian-Americans.
Tony denies having panic attacks because that would indicate he is not strong and in charge of his organization. Appearing weak to others in the mob would make him vulnerable, and he knows it. Mob members have to be "tough guys" who do not succumb to pressure, and if Tony is having panic attacks, that means he cannot handle the pressure and must be eliminated. The mob weeds out any weak members, and Tony knows that as well, he is one of the "weeders." He even tells his psychiatrist that is model man is "strong and silent," and is not in touch with his feelings. Therefore, his panic attacks go against everything he believes a strong Italian man should be, and this illustrates one of the stereotypes in the show, that Italians are all rough, tough, and unfeeling – strong enough to lead a mob.
Tony feels depressed after the ducks leave because they remind him of his family, who is falling apart (or leaving, in a sense), just like the ducks. They also tie in with his mother, who does not want to "fly" away from her nest and enter the nursing home. In a sense, the ducks are free, and free to fly, while Tony is tied to his family, his gangster family, and all of the many twists and turns the family business takes. He loves his family and his afraid to show it, but he is afraid they will leave him, as well. This is another stereotype, because family is supposed to be everything to Italians and to the mob, and Tony is afraid he is going to lose his. He also breaks the stereotype (again) of the tough Italian male when he cries in his psychiatrist's office and then admits to his wife that he is in therapy. The ducks also represent his inability to please his mother, who idolizes his father. He cannot get her to go to a nursing home (retirement community...