I was responding to a Reddit post about Diana and why Don decides to try to find her, and ended up finally putting some thoughts down about the last few episodes. I could be completely off base, but I've been meaning to write it down for a while. This is an extension of my previous post about how the last couple of episodes lay out Don's relationship to various women on the show, how his relationship with them and their resulting perception of him unfolds as some sort of quest to discover his identity ("Who is Don Draper?"), and how it plays into the last two scenes of the finale:
The last few episodes have a few vignettes in which we see several of Don's relationships with women wherein he seeks a connection (he wants to feel needed) and is rebuffed. It happens with Diana's estranged husband---Diana* in absentia), Sally, Betty, and Stephanie (lover, father, former ex-husband, and whatever (Stephanie doesn't know either). It probably happened earlier with Megan (Don as financial provider). Finally, he gets to Peggy. He's hit an emotional rock-bottom. But she doesn't rebuff him. He lays himself bare to her and she tells him it isn't true (even though we know it is), he is needed ,and that he should "come home."
Anyway, Peggy's acceptance** of Don seems to give him a sense of ultimate identity (his professional identity), and that leads into the group session where Leonard talks about being the item in the refrigerator which just wants to be chosen. Leonard describes himself as a commodity and this allows Don to connect with him---he's an ad man after all--- at which point, Don is able to experience empathy toward Leonard, which experience forms the seed of the Coke Commercial with people as the product who just want to be needed.
*Diana is a stand-in for all of the lovers to some degree. But she resembled Rachel and Don first encounters her after he finds out Rachel died, which was the initial attraction, and her husband says something to Don about her that is an indictment of Don's character (I can't recall precisely). But whatever he says, fits the string of Don's being rebuffed by the women in his life.
**"What do women want? A chance to get closer." Peggy has managed to get closer to Don than just about anyone on the show (save for Anna) and, obviously, she doesn't know everything about his failings in his personal life, she, as a reflection of him throughout the show, is close enough to him to answer the Who is Don Draper? question.