If they showed who it was, it would have pissed off everyone for six months and they'd have nothing to talk about except how they think the story is gonna move forward, but still be angry because their favorite character is dead and that's it. This way, they'll piss millions off, but the story is going to continue right away, and people will have less time to focus on one death and more time to talk about the next 59 1/2 minutes of the show. I have no issue with how they did it. There's always going to be a slap in the face in a season finale, especially in a show like this.
Seriously though, think about it. The death of the character is going to start a whole new story/path for this show, why would you start it only to put it on pause for six months?