Don spent the entire series telling people -- especially women -- to shed the past, forget and move forward: Peggy after having Pete's love child, Stephanie in the finale. But he couldn't shake it himself, no matter how much running he did to get away from it. He also felt like his problems were unique. No one could relate -- or he didn't want anyone else to relate/help.
Finally, when he hears Leonard (I, too, found it odd that the series' final monologue came from a character we had never seen before) express how he feels, it opens Don to the idea that everyone has the same problems and longing. He's not alone in the world.
In the end, instead of shedding Don Draper and returning to deck Whitman, which it seemed like he was in the process of doing, he finally was able to shed deck Whitman for good and fully become Don Draper, the talented ad man who could write the greatest, most-memorable, most-effective ads.
And if that's the case, that he returns to New York and writes the ad, does he also come back to care for his kids? Or is that left to Sally, who will have to put off Madrid and college until Gene is 18. (Are all the women going to have to wait until 1980?)