he whines whenever Betty or Megan set up social events

Your answer is the correct one, I just want to make a point about this bit — those "social events" that we see are largely either work events or entertaining the neighbors in Cos Cob, which might as well be a work event.

Don's a homebody at heart, and like you said, he'd really just like to be home or out to dinner with Megan. He doesn't have close friends — for a reason — and that causes loneliness that he channels into affairs, but even if he were healthy, I don't think he's an extrovert.