@Asa his self loathing comes out in his disdain for Roger.
Does he disdain Roger, disdain confinement, or disdain the parts of Roger that mirror his own choices?
He and Roger argue often on the show, but they're friends. (If Don really has friends.) He’s bratty toward Roger sometimes, especially considering Roger is the one who changed his life and gave him the chance to become, "Don Draper, genius ad man."
Later, his protegee Peggy echoes this with Don, and he's surprised.
This is the episode where Don brings Hilton to SC. He's cagey and a little possessive of Hilton. He and Conrad Hilton met at Roger's country club party and bonded over feeling like outsiders. SC tries to force Don to be an insider and sign the contract.
This is a call-back to when Burt made him partner and Don asked if there was a contract. Burt put the info Pete spilled in his back pocket and forced Don to sign based on that info. Don’s secrets are catching up with him.
....Meanwhile, Pete asks to be part of Hilton while Don faces the consequences of Pete’s attempted blackmail.
Don's pending contract with SC relates to Betty. Don has commitments to both Betty and SC, but wants to be a free agent. Betty's behavior in the episode hints at the future trouble Don may see at SC, too. Yet, as much as Don wants total freedom, he recognizes the strengths of both marriage and working for an agency. He wants the best of both worlds.
Don and Roger are a lot alike, so if he disdains Roger, it's about self-loathing. (IMO) They both party, they both sleep around, they’re both reckless, they are both generous with outsiders but leave their families wanting, and they both let their personal lives affect the agency. Roger is just funnier and more carefree than Don... and he can be because his name is on the door and he's so rich, it wouldn't matter if he quit working.
One of my few issues with the show is how we don't see enough of Don's genius. We only hear about it. Pitches fail often on the show. Once in a while, we see a big moment like Kodak's Carousel, but not often enough for me to understand why agencies put up with Don being such a loose cannon. I know he is an ad genius and a rare talent because the show tells me he is, so I know why they keep him, but we don't see it enough compared to all the times we see him act unhinged.
As always, feel free to disagree. We all have our own perspectives, and I love reading other people’s takes and insight.

I’m also on Season 2 right now. I’ll probably mix up pieces of episodes. Please correct me if I do.