I watched one episode of The Sopranos and thought it was a waste of my time. (A priest has lunch with two Mafia women and thanked one of them for the expensive watch he is wearing. It used to belong to her husband who I assumed had died a violent death. The whole episode seemed to feed off of sensationalism and shock value.) As for Lost, I watched two or three episodes but couldn’t connect with the story which shifts back and forth constantly between two realms, the island and the city. I cannot speak for Six Feet Under which I haven’t seen at all.
As a whole I did like The Sopranos better, mostly because of the exceptional cast. Also I think the serie was more coherent than Six Feet Under which lost a lot when the creators chose to trade Rachel Griffiths (Brenda) for Lili Taylor: to me, that was a huge mistake. The SFU finale was also hard to digest (with the corny flash-forward epilogue).
Both were black comedy, so the scenes should not be read too literally. I thought the relationship between the Priest and Carmela was very amusing, and if I remember correctly, the scene you mention Kim was where Carmela realized she was being taken by the Priest, who was feeding off all the women in his congregation. She thought she had a special platonic relationship that she didn’t have with Tony. They watched movies together.
I don’t think The Sopranos was anymore “sensationalist” than 6FU, given some of the crazy deaths Alan Ball and his writers came up with, including one guy who ran over himself by trying to reach for a newspaper through the open door of his truck, while pulling out of his driveway. I guess what killed the show for me was Peter Krause. He sucked all the dark humor out of the show. The way Ball handled his marriage and its subsequent demise was so ugly, only to come back to Brenda with even more baggage. Why Brenda put up with such a basket case was beyond me, and the two of them coming back together defied all credulity.