No, no one thought TWORS was going to be the final episode. Why would they, with a Christmas special already in development, and a new season officially announced by the BBC?
Mind you, it's true that aside from the Christmas special, this will be the last new episode until September next year. So in a way, this is kind of a final episode, but no moreso than Journey's End was. And some are already speculating that when the show returns the Doctor will have a new companion, so I guess that would make this the finale of Amy and Rory's run.
As for whatever they had on Confidential, Confidential itself is coming to an end.