Who's the Boss?
That's all I know. It might, or might not, be a sign of developing romance between them -- we all know that they already respect and love each other, and have done for years. They've been through a lot together, and they understand each other better than anyone else does. But does this mean they should end up together?
In the real world, hell yes. In the world of Mad Men, definitely not.
I don't care if this is what Matthew Weiner has been planning since Day 1. However much the writers, and we, the viewers, might long for an outcome where Peggy and Don walk off into the sunset hand in hand, the writers have a more important obligation - to the integrity of the story. And it would be simply wrong for Don and Peggy to get a straightforward happy ending. It would go against everything that the Mad Men universe has come to stand for. Over the last six seasons, we've learned that (inside this story world, at least) people don't get what they want; they don't want what they get; life is not easy and dreams don't come true.
Sometimes you can't just push your characters around, no matter how much you might want to. Sometimes they just stand there and shake their heads and say, no, I don't think so. You can push them and pull them and prop them into position, but they just won't cooperate; the story doesn't work. Because it isn't true. It jars with the rules of the story you've created.
I'm sorry, Peggy and Don, but this might be one of those times. And I suspect Matt Weiner knows that too.