I got the answer today. In this article.
Adam Simon, a film and television writer and cultural critic, agrees that Mad Men is beautifully executed, but says: "I really can't bear (that) it is so certain that it, and by extension its viewers, are so morally and culturally superior to the characters we're watching — in fact, to the whole era it depicts," he says. "You get to revel in the cool atmosphere while feeling smugly superior to it. Oh, so sexist, so racist, so anti-semitic. So desperately in need of the sexual and cultural revolution waiting round the corner. It feels cheap in that sense, allowing us to pat ourselves on our backs for merely living on the other side of the great awakening."So, it is official. I am giving up with my wanting to understand the series.