We were primed for this scene earlier:
When Michael returned from Havana, he asked Tom what Tom got for Anthony "so I'll know what it is." The insincerity of "Michael's gift" to Anthony is reinforced by its abandoment in the snow...along with the melancholy music, the sense of desolation at the compound. Then, when he goes inside, Kay doesn't even look up from her sewing.
That scene, in turn, primes us for the next one, when Michael asks his mother if he can lose his family.