Because every penultimate episode of every TV season ends on a cliffhanger. But "Ray Donovan," and "Rodef," it's own second-to-last ep, is not satisfied with a single cliffhanger.
"Rodef" wants every cliffhanger, ever, all smushed into a single TV episode like a "to be continued" buffet.
So at the end of "Rodef," we're left with the following questions:
Will Abby kill Cookie Brown?
Will Ray kill Cookie Brown?