In The Americans, the entire fifth season was either about butting heads with a boulder that can't be moved (Oleg and the rigged Russian system; Martha and a life she didn't ask for) or worrying about the boulder rolling right toward you (Elizabeth and Philip coming to terms with Paige and the spy life). Of course,The Americans also delves into a different kind of loss; as Russian spies recruited very early in their lives, Elizabeth and Philip really didn't have a childhood and they have to confront how they've essentially taken away Paige's "normal" life and how snatching up Henry who, unlike Paige, doesn't know his parents are Russian spies and taking him back to Russia will crush the bright future he can finally see and has strived for in school.
The heaviness of the scenario that the Jennings face only achieves its greatest impact if viewers have children. There's been so much written about how loss (and also the fear of losing someone) is greatest when you love something more than yourself. And by degrees, that something could be a beloved pet, a parent or even a spouse, but your own child is a step further still and it's something that The Americans is masterful at toying with.
The gradations of loss in The Americans run from losing a lifestyle (the comforts of America) to losing innocence to losing the closeness of a child (Henry potentially going off to boarding school and how that stirs up so much of Philip's memories, or lack thereof, of his own father) to losing your family if your spy life is discovered to the ultimate loss, death.
All of that is heavy on the minds of Elizabeth and Philip in season five, and their dealing with the potential fate in front of them might have seemed ponderous to some but was no doubt heartbreaking to others. Sure, it could have been tighter in spots, but it's not like this series has ever been built on thrill-seeking speed. Bridge years to final seasons are difficult because they are more setup than resolution. And, in fairness, we needed to see Elizabeth and Philip on a number of taxing assignments (it's long, drawn-out and boring for them, too, and it takes away from family, which is mostly the point). They need to be overburdened in the spy game and they need to face crushing doubts as parents introspective wallowing was crucial to feeling the weight.
Like Mad Men before it, The Americans is ostensibly about something (advertising in the former, spying in the latter) that enabled viewers to opt in on those storylines while allowing the creators to hide what they were really trying to explore underneath (an existential crisis in Mad Men, marriage and family in The Americans). In both series, some fans wanted more of the bait and less of the switch.