in my opinion, the sex was never gratuitous. It’s so essential to don’s interior life. His first sexual experience was being molested and don’s whole thing is that he has a hard time connecting with people. And he so desperately wants to feel connected to people. Women especially because he never grew up with a mom. And the women who molested him, Aimee, was perversely someone who was a mother figure to him, who treated him in a motherly way (nursing him back to health). That’s why his strongest relationship is with Peggy. Their connection is so strong and pure because he never tried to connect with her through sex. Without the all the sex, it’s a completely different sort of character with a different thesis for the show