Attention, Megan Calvet Draper: Don does not want to have that "conversation" about parenthood. No one on Mad Men wants to have that conversation. Because no one on the show particularly enjoys parenting, and pregnancy has served mostly as a punishment. It's miserable stuff, child-rearing, especially for the show's women.
Speaking from a viewer's perspective, watching Megan parent a biological child probably would not be super interesting: We've seen her be a completely decent stepmother to Sally and Bobby (and Gene, about whom no one cares), and Megan and Don's relationship is interesting for all of the ways it does not echo Betty and Don's relationship. Like Megan, I am vaguely grateful that she had a miscarriage — especially because we know Megan is poised for heartache in the near future, thanks to Don's audacious infidelities. The additional indignities this show inflicts on its pregnant characters would have been too much.
Recall pregnant Peggy. Secretly pregnant Peggy, that is, who was degraded and insulted and excluded, called fat a bunch of times, and became a copywriter the day she had her baby. It was only after she delivered the baby and then put the child up for adoption that Peggy came into her own. Would the green–eye shadowed Peggy we see this season be anywhere close to that office had she kept her and Pete's child? No chance. She suffered through a pregnancy (not that all pregnancies are suffering, mind you! just Mad Men pregnancies) but at least escaped the shackles of motherhood.
Betty didn't, and she seems to loathe everything about being a mom. Her unplanned pregnancy with Gene could not have come at a worse time — she and Don were separated when he was conceived, and Betty tried to ask her doctor about terminating the pregnancy. She eventually, miserably carried the pregnancy to term, culminating in season three's "The Fog," in which Betty is given "twilight sleep" for Gene's delivery. It's Mad Men's most hallucinatory, unsettling episode, both disorienting and kind of gruesome. (Compare it to when Roger and Jane take LSD: Sure, they decide to get divorced at the end of that episode, but did their drug states involve the ghost of Medgar Evers and a blood mop? They did not.) Betty picked the name Gene, in honor of her recently deceased father, to spite Don. Gene is a spite baby, whose entire existence is the result of his parents thinking, Well, I'll show you. Betty's frustration and disgust are echoed in her neighbor Francine, who seems more resigned to, but not more content with, the invisible misery of domesticity. In season one, she's gloomily pregnant. Come season two, she's offering Betty tranquilizers.
Elsewhere in suburbia, Trudy seemed convinced that a child would bring her and Pete closer together, but that's not what happened. In the wake of seeking fertility treatments, Pete forces himself on an au pair. When Trudy eventually does become pregnant and then goes into labor, Pete spends Tammy's birth arguing about Glo-Coat with Don and trying not to lose Lucky Strike to BBDO. The money Trudy thought he was getting together to spend on a house he was actually getting together to invest in SCDP. "I could have shamed you into being with me," Peggy once told Pete. "But I didn't want to." Trudy did want to shame Pete into being with her, but she couldn't quite, because it turned out that baby Tammy was not the bargaining chip Trudy had hoped for. Pete's still Pete, helpless and cruel. If he's an engaged and loving father, we've only seen glimpses of it — like him reading Goodnight, Moon after pimping out Joan in "The Other Woman."
Would Pete's pimping have worked were Joan not a single mother? That's debatable — Joan herself doesn't mention taking care of Kevin as a reason for sleeping with the Jaguar sleazeball, but one wonders if the financial incentive would have been as appealing were Joan supporting only herself. Joan also considered terminating her pregnancy (as she'd done twice before), but decided not to and instead had Roger's child, whom she intended to raise with her shitty rapist husband, who was none the wiser about the true paternity. But like everyone else's home life, Joan's crumbled, too: She divorced Greg, rebuffed Roger, and instead her judgmental mother lives with her and Kevin. Motherhood! What a treat.
Mad Men often seems like an anti-marriage show; everyone will cheat, the concept of love was invented to sell nylons, and if you think you are special, you are wrong. But that kind of cynicism in the characters — and maybe in the show itself — is a by-product of distorted maternal love. ("Mommy issues," if we're being glib.) Given what we know about Betty's own parents, can we really blame her for not wanting to — or really knowing how — to raise children? Pete's a terrible husband, but his own parents basically hated him, and he hated them back, so what model exactly was he supposed to follow? Joan's whole thing is that she isn't maternal, and yet there she is, raising a son she'll never be able to be honest with. Take those pills at the right time, Megan. And maybe get some backup contraception, too. You don't want to bring a baby into this world.