Chase, 61, who escaped to France with his wife before Sunday night's show to avoid "all the Monday morning quarterbacking," says a movie could happen – maybe.
"I don't think about [a movie] much," he tells the Newark, N.J. Star-Ledger. "I never say never. An idea could pop into my head where I would go, 'Wow, that would make a great movie,' but I doubt it."
As if anticipating fans' frustration, he insists: "I'm not being coy. If something appeared that really made a good Sopranos movie and you could invest in it and everybody else wanted to do it, I would do it. But I think we've kind of said it and done it."
To some, the show's final scene seemed tailor-made to set up a sequel on the big-screen: In it, the members of the Soprano family sit in a diner as Journey's "Don't Stop Believin' " plays.
Also in the restaurant: a man in a Member's Only jacket who goes to the men's room, which some have interpreted as a nod to the scene in The Godfather in which Michael Corleone collects a gun from a bathroom before a shooting.
But as the music and tension build, the screen suddenly goes silent and dark – which some fans on the HBO show's message board believe represented Tony getting whacked.
In any case, they won't get any explanations from Chase. "I have no interest in explaining, defending, reinterpreting, or adding to what is there," the North Caldwell, N.J. native tells the Star-Ledger.
"No one was trying to be audacious, honest to God," he adds. "We did what we thought we had to do. No one was trying to blow people's minds or thinking, 'Wow, this'll [tick] them off.'
And any projected Sopranos movie would have a problem, because so many characters died during the final season. Chase says he has considered "going back to a day in 2006 that you didn't see, but then [Tony's children] would be older than they were then and you would know that Tony doesn't get killed. It's got problems."
Whether or not fans believe that New Jersey's first family of crime could ever step up to the multiplex, one thing's for sure: There's always the DVDs.