Well Mathew Weiner did write for The Sopranos. Not a lot of change in those characters.
Though we aren’t dealing with mob here. Although it might seem like it, Don isn’t Tony sans mafia. Tony never changed because he never stopped believing that he could raise a family and be a mobster. Don, on the other hand, can’t stop believing in the 50’s mainstream image of a good life. An image completely fabricated by the men of Madison Avenue. As the 60s start to demand a new image of happiness, one more authentic that the 50’s version, Don will struggle to reconcile the two.
You could see it in his Carousel pitch. More than selling prosthetic happy moments to the clients, he was desperately trying to sell them to himself.
Can he change? He might, but staying with Betty might not be what’s best for him. He cheats on her because he isn’t satisfied (the show keeps bringing up his death anxiety.) He wants more out of life, but can’t grasp that there can be happiness that isn’t sold on Madison Avenue.