Why would it be so unrealistic that he got away with seeing psychiatrist? Junior did try to whack him because of this (among other things) but failed. It was never depicted as if this was totally acceptable (mobster seeing shrink) but in the end no one could do anything about it really. Tony had solidified his position as the boss and led a small but extremely violent (for this day and age) and relatively young group of mobsters. NY family led by pragmatic Lupertazzi sr. made money with them and didn't want to cause war and instability by whacking a boss.