When their relationship began in Season 4, it was with the flash of young promise, free of demand, free of the strings tying Don to his old life. The first time they sleep together, Megan tells him she knows what she’s getting into — and she won’t ask anything further from him. Then they get to know each other. She’s perfect with his children, effortlessly motherly without succumbing to the exhaustion of dinner-on-the-table suburbia and dimming her sex appeal. They get married.
When Season 5 opens, Don thinks he really does have the best of everything. In the office, Megan grows into her role on the creative side, offering ideas and the charm to sell them. You can do everything, Don tells her in a cab on the way back. It turns him on.
Then she turns away, leaving Sterling Cooper Draper Price to pursue her acting career. It’s not working out. Don tries to cope, but he misses her at the office. Peggy, his right hand, leaves abruptly on the scene of the company’s greatest triumph, the acquisition of Jaguar. Worse, Megan gives up on herself and collapses into drink and despair. She wants to act in a commercial, the world she abandoned. It’s not art, he tells her. Why? But she’s desperate. Don Draper, a young man intent on building himself up from nothing, laying clean bricks on top of a stolen life, never gave up on himself.
This is the breaking point for Don, as he leaves her on the set of a “Beauty and the Best”-themed ad content with her petty happiness, walking into the darkness. Walking away from a perfect life turned increasingly sour and shrill. When she offers herself to him earlier in the episode, it’s the reverse of the angry, confident sexual being who turns him down (or starts to) almost a season earlier. The woman Don wanted, or used to. Mad Men hasn’t shown a Don/Megan love scene in quite some time, a red flag for a show that revolves around its protagonist’s penis. Now he’s like a lifeboat, detached from its ship, left to drift in an infinite, empty ocean, his bad memories packed in a canvas sack at his feet.
Season 5 was very much about the isolation of Don. Despite his new wife and his company’s growing stability, everything and everyone around him has quietly fallen apart. Beyond Megan and Peggy and even Betty’s cancer scare, he’s growing older, perhaps weaker: he battled a fever, then a toothache, which each led him to disturbing flickers of his past. He smokes and drinks; the more temperate, journal-penning swimmer of past seasons has evaporated. In a way, Don, too, has given up on himself, placing himself in the hands of others unwilling to hold him up any longer. “Are you alone?” He can answer the question now.