It's a mind fuck. Not on Syd, but on the audience. Cheap trick. They throw this out there and it'll turn out to be a fever dream or something that Sydney suffers while hospitalized from all the damage she took in the fight with Francine/Anne.
By the way, that was a good TV fight. Brutal, messy, often clumsy and haphazard, both of them looked like absolute hell by the time it wound down.
Francine took NO immediately lethal hits. The first hit was to her left deltoid. That was a painful graze. The next hit was to her left shoulder. Sucks to be her, nerve and joint damage likely, she'd never regain full use of the arm again and the physical therapy would be hell, but she would likely live. Third shot was to the other shoulder, again, sucks to be her, but it's not going to be immediately lethal. Syd just couldn't manage a center mass hit.
So the real issue is, who wakes up from the shock first, Francine/double, or Sydney?
My opinion is that Will is toast. He was also an idiot not just running like hell. He is a freakin' analyst, not a paramilitary field agent.
Vaughn isn't married, this is just a bad dream Sydney is having and losing Michael Vaughn is a serious fear for her. He's the one point of stability in her whole world.
It's all a psych job.