They stand on opposite ends of the show, as counterparts to one another -- the sexy, damaged powerhouses with perfectly crafted exteriors. When they finally come together, their chemistry is so explosive that we simultaneously want and fear their union.
It's so sad (and Moss is so great) as you can see Peggy's hopes dashed across her face while she sits there smiling. She keeps herself together and says yes anyone to this second-rate proposal -- ironically getting to say 'I do,' only when asked if she'd like to eat.
He expected her to wait for him, but she's a modern woman and she can get home on her own. It's telling that she doesn't expect him to come back for her, or does she just not want to be there when he does?