I've only made it through episode five (which ends with Pete wotshisface, the Jr account exec, turning away from his happily chatting wife and in-laws to stare moodily out the window of his awesome new flat because he's so alone) so I'm not sure about Don's daddy issues (Pete's sure got 'em), but I know he is also lonely deep inside. Also a war vet (with a purple heart, of course). And a cheater (he cheats on his mistress). And possibly an alcoholic.

[throws hands up] I don't even know what the writers are doing - no surprise they decided on a rich straight white male POV (who we're supposed to feel bad for, because nobody understands them), but they're ridiculously heavy-handed with everything.