I think California is a place that feels he can reinvent himself. He did it when he stayed at the pool house a few seasons ago. Seeing him with Anna was the first time he was comfortably honest with someone. He had that short scene where he was bring groceries back to Anna and saw a few guys working on a hot rod and stopped to chat about he use to sell cars, something he did as Dick Whitman. He also saw how that short guy and to some extent, Harry reinvented themselves in California at the pool party and told the girl smoking hash not to call him Don.
Any time he's in NYC and confronts not being Don it's traumatic for him, like vomiting in the sink thinking Gmen are following him after Pete got that Airline account, or his biological brother showing up out of no where, agreeing to meet him at a cafe no one ever went to, and nervously looking over his shoulder the whole time while telling him to go away and never contact him again.
I like the conclusion Don reached this episode, but I don't like how he got there. I thought the Hershey meeting was out of character for him. Who was the man Duck had with him? Duck is working as a Head Hunter if I remember correctly, but I don't remember who the guy is that he was bringing into SC&P.