I think Faye didn't go out for a drink with Peggy because doing so would ruin the image that Peggy has of her. Yes, Faye is the smart, woman Ph.D. who pushes back at the partners, but she's also compromised those ideals for Don. Better to leave with her star intact. And while it's true that this season's theme has been the rise of women in the workplace, don't you think the show has painted a bleak picture of female office camaraderie? Faye rebuffs Peggy's earnest praise, Joan dresses down Peggy for her "help" in the elevator, and the secretaries are focus-group fodder.
Contrast that with Don's repayment of Pete's loyalty, or even the "welcome distraction" he provided for Lane (who, incidentally, has apparently moved his family back to New York; so much for being a key holder). I suppose the women's lack of sisterhood speaks to the constrained circumstances of the time: Having to fight for every bit of respect, professional women had little latitude to bring their more empathetic sides into the workplace. As a commenter sagely pointed out below, for a woman, working for a boss like Faye would be more demanding than working for a man. She would be less likely to extend a helping hand.
I've also read the comments below attesting to the brilliance of Don's letter, but I am still not sold on its utility. Sure, Don changed the conversation, per Peggy's advice. But since when does corporate America admire and reward the maverick, the outlier, the unpredictable all-star? Don has already been dropped by Glo-Coat, and the Jantzen guys are not alone in their conservatism. Cooper was right to call Don a monster and depart with his shoes. Don's actions will not support the kind of traditional, full-service firm that SCDP was trying to become. I can envision a future for DPC (Draper-Pryce-Campbell) as a boutique firm for clients who want to shake things up and give the Draper magic a try.
Finally, the speculation is bending toward Disney helping the firm's fortunes, since the last episode is titled "Tomorrowland." Given that this week's "scenes for next week" included no new scenes, I don't think the show is giving anything that obvious away. I respect that, but if I may register a note of disappointment, I think the character arcs have been too unpredictable this season. They lack a coherent flow, and the result is I don't have that "building-to-a-finale" feeling. Title my manifesto: "Why I'm Quitting the Mad Men prediction business."
I hate sevens,