Yes, I agree mldetroit, and in the world of the Sopranos, dreams, afterlife, fate, relgion have a very significant power in the real world and in this case, Tony wasn't ready to give up on life in any circumstance.

Remember, Tony is a parasite, seemingly harmless, but extremely dangerous. If anything, the Monks represented a karmic presence, attempting to force Tony to take responsibility for the harm, pain, and anguish he's bestowed upon others. Buddhists believe in karma and re-incarnation, and instead of being the "Scorpion" as Tony openly admits in the Episode "Bust Out", he can perhaps pay pittance and redeem himself before it is too late. Maybe he can really become a regular salesman and not a crime lord on the next go around.

That is where the suitcase comes into play, his subconscious, soul, ego, etc. wasn't ready to part into the unknown with his "cousin". Again, we are seeing Tony is irrecoverably a damaged soul and is beyond saving.

We can go back towards the end of Season 5 with the episode "Test Dream" where he fails to do the right thing (ie turning over Blundetto to NY). Ultimately those chain of events with Blundetto's actions will cost him his life and many of those in his "Family" in Season 6.

It isn't even just Tony who knows he is damaged, but the rest of the guys believe they are damned or at least not meeting the Big Guy right away when they die:

Chrissy: "My Uncle Tony, that's who I'm going to hell for"
Paulie: "I figure I have to do a couple thousand years in Purgatory"

The Karmic aspect, or at least Newtonian Laws operate very well within the universe of The Sopranos, every action has an opposite and equal reaction, albeit delayed at times.