It was all good til they made Don Draper a martyr. It really should've ended at Season 6, full circle, Roger doing what he does best (drugs), Peter finally grows up, and Draper is exactly where he belongs, at a bar, getting hit on by women.
The whole secret identity thing was chic and kept Done "fake" which is the whole idea of marketing....he's not really there, just like nylons aren't really "needed". Draper pulls off the impossible, he sells water to a well, both figuratively and literally. To have his identity go of the way of Dexter/Flash, everybody finds out, which makes it that much more lame.