Finally saw the season finale last night and really enjoyed it. I agree that it would have been an almost perfect series finale. It was satisfying but still avoided tying everything up too neatly.
I particularly enjoyed the charismatic Belenko character's combination of charm and menace. Thought Shawn Doyle did a great job playing him. I have a hunch that this might be the end of the line for Covert Affairs but hope not.