The tragedy of King Draper is that now that he is "ready" (as he tells "Di"), the tough new girl in his life reveals that she is not. She needs to suffer a bit more for her past misdeeds. And so it goes. The heaping mess of karma, born long before Dick Whitman even entered this world, is still inflicting its vengeance on our late-blooming ad man.
Whether all these figures are anti-heroes, or in some cases something else entirely, is an interesting question. As is the question of why anti-heroes are so important in quality television. Short form answer is that they match the times. It's a mostly cynical and sour era, with little faith in institutions or, generally speaking, leaders.