So, Megan comes to NY as a naive young girl with artistic aspirations but no actual talent. She manages to land a reception job at SCDP where it is discovered that she has actual advertising skills. Her and Don develop a personal and professional relationship. After the two of them marry she becomes part of the creative team and develops a unique relationship with Don in which they become a very tightly woven team who develop campaigns together (Cool Whip ; Heinz beans). It's a perfect position for her where she is able to pursue creative skills while teaming with her husband.

But instead of encouragement and praise, her communist/Maoist/Marxist/whatever father criticizes her, telling her she should be pursuing her thespian aspirations, and causing her to feel like a total loser. This causes her want to resign from SCDP.

This causes her to go on a path of failure in her acting career, leading her to be further and further distanced from Don. By the time of her divorce she isn't even the same type of good-willed & good-natured person. Failure has basically turned her into a totally mean and paranoid failed LA actress.

It seems to me that Don should have put in at least a little more effort to keep her in advertisement. But as soon as she suggests the idea of quitting SCDP and pursuing acting he just basically shrugs his shoulders and say "Ok, if that's what you want." He doesn't even suggest that she should stay and give advertising more time. He could have done so much for her there. He could have told her that the two of them made such a unique team. He obviously wasn't happy with the notion of her leaving SCDP. It was painful for him to break the news that Megan would be leaving to Joan. But instead of telling her to give advertising more of a chance, he just says "Ok" and lets her go.