After the scene, you'll be in the top of the casino's tower. You don't have to do anything; just go upstairs to find Sal himself, alone and isolated. Approach him to trigger a cutscene. Once the cutscene is over, you'll have two choices, end Sal by your own hands or let him go out on his own terms.
Once it's over, leave the casino to trigger another short cutscene. Now, you have to drive back to the city and drop by Father James' church.