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We don't know what Anzio said to him exactly, but by the time we had arrived to pick up The Boss, Frankie was a no-show, and Anzio wasn't talking. Whatever sidetracked him must have had something to do with unfinished business--perhaps involving the incident at the restaurant. Wherever he is then, and whatever he's doing, he had just better not be so naive as to think he can just disappear. There's still plenty he has to answer for, not the least of which is the sudden and shady murder of Walter Pennington. While it's true that the former mayoral hopeful won't necessarily be missed, a crime is still a crime.
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In spite of how things appear to be coming together on the outside, inside there's a lot of shifting going on. And if there's one thing we've learned from Frankie and the Pascetti family, it's that there's always room for the unexpected.