Plotting wasn't really their strong point. It was more about nostalgia, the look of the 1960s, and people's affection for the actors or characters.
They were never going to kill him. The credit sequence was a metaphor for Don’s final arc. In it he starts in his chair master of what he surveys, “falls” past the advertising he’s unleashed upon the world, and lands back in his chair master of what he surveys. In the show he freaks out about life in McCann, drives across the country running into much of what he has wrought, and invents one of the iconic commercials of the 20th century.