Honestly never viewed the show as that, it most definitely doesn't have leftist tones, I always felt it had a more individualized microcosm of various individuals struggling with key aspects of themselves such as Pete Campbell finally getting self actualization at the end of his arduous journey of realizing how good his own life has ended up by finally deciding that settling is okay. In contrast Don I feel is more an allegory of finding out that there no "end point" in fulfillment and one must decide when they themselves are happy (him fucking off to join a commune though he still gets brought back into the advertising world at the end). The show is, at best a declaration against consumerism and those that manufacture it (consumption of goods, consumption of aspirations and that "ideal American life"), but it never truly comes to the core issues of why consumption has to exist within capital or that capital is the root problem behind issues of the characters (hell it discusses very little regarding the Korean War). It would be, at best, left adjacent media in some of its messaging.