I couldn't believe Don would do something so impulsive. He's witnessed how angry and vindictive Faye can be when she jettisoned her prior lover. He's told her all his secrets. How many people does he think he can spill this to before he winds up in jail?
Armchair shrink remark:Don seems in full flight from an examined life. The endless messy relationships, the drinking, and the ADD-friendly creative director role (which requires endless honing of ideas) are part of the turmoil and noise he creates to drown out his responsibility for his own life choices.