Did they say she wasn't? Philip asked Gabriel, and Gabriel said if Stan's girlfriend was a spy, then no one told Gabriel about it. I felt like they left it open. I think the point is that Philip wants to believe the girlfriend is a spy, because it would alleviate Philip's burden of having to keep tabs on Stan. He could easily rationalize that the Centre didn't tell Gabriel because he was due to go back to Russia anyway.
I felt like Philip's and Elizabeth's roles were reversed in the finale. Normally, he's the emotional one and she's more pragmatic. Last night, she was the one getting wistful looking around the house and the life she has in America, while he was getting things ready to go, like telling Henry he couldn't go to the school and the speech to Paige about her having a more normal life (which I guess he feels she would have in Russia), not to mention telling Kimmy he was moving. (The Kimmy/tapes plot was almost non-existent during the season, except to move the plot in certain directions, particularly last night. It felt pretty forced.)
They really hit us over the head with Elizabeth's speech telling Tuan he can't do it alone, and then her telling Philip she'll do it alone. I don't think she pairs up with Tuan. That would be pretty weird.