Don Draper might be the biggest asshole to ever be a lead character on TV. He has zero sense of humor, takes all the credit for his employees' work, sleeps around (obviously) with his kid's teacher, with clients, with two of his secretaries (today we'd certainly call this an abuse of power), he refuses to have a relationship with his long-lost brother, mostly ignores his kids, never acknowledges Peggy's skills or contributions, fires a gay guy for not "entertaining" a client, drinks and sleeps at work all day. Plus plenty more I can't immediately recall.
Sure, Tony Soprano has people killed, but he isn't nearly the passive-aggressive dickhead that Don is.
Yes he is a complex person but the same show could have been made from a different character's perspective with Don Draper being the asshole everyone in the office avoids at all costs.