I really think the waitress was just a repetition on the theme presented at the very end of the last half of the season. The door closing to Bert's office was a symbol of death. I think it's the same thing here, it's just that the death anxiety is becoming compounded, which is really fitting for the final stretch of this show.
For Don, death is undermining the inadequate ways he concocts meaning in his life. Especially at this point in his life (entering middle age), and not having lived with any particular sense of purpose, death isn't only representative of death but also perceived meaninglessness, and the sense of 'doors closing' is only going to remind him of this. This is the idea behind the pop-psychological concept of the 'midlife crisis'. And I think this was the point of showing that he went back to womanizing. As time goes on, you can't continue being idle in your life like you were when you were young, at least not without that being undermined by a broader awareness or a sort of social interest (the continuation of society, 'life going on' without you). In the positive aspect this is why Don passed the torch to Peggy, but in Mad Men it's going to be more complex than that, especially for Don. How people tend to find meaning in this stage of their lives is by 'giving back' to society, but Don is still 'behind' where he should be. He didn't find a strong value system or learn who he really is (see Erik Erikson's psychosocial virtue of 'fidelity'), he didn't find love, and now the image of death looming over the latter half of his life is just going to make everything more complicated.