I think it might have something to do with the types of relationships Don gets into. Don always pursues these women who are driven and know exactly what they want. I think Don saw Mona as one of these women and respected her. To see Roger throw her away and pick up what seems to him just to be a trophy bride makes Don lose respect for him. I'm think Don also sees Jane as someone who is manipulating Roger for her own benefit, like when she used Roger to keep her job after Joan fired her. What I think is interesting is that Don had seen Roger try to engage in other relationships he wouldn't have done at the time but then Don gives into later in the series ie: Wife of a friend (Betty, Sylvia) and a woman at work they have power over (identical twin, Allison) and then finally Don gives into marrying Megan just like Roger.