People either seem to either love or hate this episode. I'm on the side that, while I'm not in love with it, don't mind one bit. It's not really a "very special episode" per se, as there isn't much doubt at all about Niles' fate, it's more of how the rest of his family is worried nonetheless, and how the hospital "remembers" past visits from all of them. Nothing tremendously deep, just quietly reflective.
The last scene seems to give a little creedence to Daphne's psychic abilities. After we've seen past glimpses of characters' previous visits, we see Daphne stop, compose herself, then walk past a room where we see her and Niles in the near future welcoming a second child. One could say she composed herself then and there because she "saw" that future, and knew beyond all doubts things would be just fine. At least that's how I saw it.
People can hate this episode all they'd like. Fair enough. If you hate it, don't ever watch it again, and don't keep complaining about it's existence. There's about 300 or so other episodes of humour for you, if one dramatic one drives you up the wall, pleasantly avoid it.