I don't think there is any question that the Don and Megan relationship is pretty much done. The scene with him walking away from the set is just to powerful of a metaphor to think anything else. This whole season, Don has never figured out the "right" thing to do with any of the women in his life. It seems he is going to fully embrace Don Draper, the good and more important, the bad and see where that takes him.
The orange couch talked about the parallel scene to the Megan reel from the first season. I had forgotten how powerful it was.
http://youtu.be/suRDUFpsHus
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