Don has become more one-note than he even was in the first few seasons. He walks the line of alcoholism and depression but never really talks to anyone about it or indicates ways he can overcome it. His relationship with Dr. Faye seemed to be one chance to talk about it and attempt to overcome it but that was nipped in the bud. He cheats and compartmentalizes. And, he has moments of creativity. And, we get brief moments of him almost reaching happiness.
While true, Tony was a sociopath, I think Don's trajectory is largely the same but with more nuance. To me the largest difference between the characters is that Tony was under the care of a psychiatrist and medicated for much of the series, which allowed for more of the smaller changes you cite.
Don, realistically for the late 1960s, is not in therapy and more resistant to Tony than the idea of change, partly because the culture was much different then. But largely I think this is because Tony suffered from physical anxiety attacks, whereas Don is merely depressed.
To me the examples of rejecting Dr. Faye or Don's compartmentalization don't seem very different from any of the small changes Tony would occasionally make, before falling into his usual pattern. In fact I think both men are really only using their coping skills to manage their careers. Don's small changes allow him new moments of creativity, because really his job is fundamentally what Don Draper is. So any positive step in his life is going to result in a momentary career boost. It isn't sustainable though, and we know, I think, how ultimately it will play out.
I'm not sure what evolution or movement you would like to see that would be both believable and true to the character, but I do think yours is at least a fair criticism, as opposed to the generic "nothing every happens" complaints we seem to get more and more of each season.