Not sure about this.  She is throwing up a ton of warning signs indicating the type of person who could spell danger a la Fatal Attraction, yet Don hasn't backed down one bit.  Her insistence he meet the brother, the planned rendez-vous in the train and the suggestion of instability in her personal life indicates something is smoldering and where there's smoke there's fire.  It would seem that as much as Don has a self-destructive streak that at times begs that the real Dick Whitman be revealed, he has enough discretion to see that continuing this can only lead to a heap of trouble.  Maybe the extreme danger is what drives him?

You don't suppose Don will be shown falling in, um, well, dare I say, love?  With Miss F?  Already he seems different with her than the other dalliances.  You're certainly right that plenty of warning signs are present for an extra special high-octane blowup.

Key observation Becky.  In retrospect there does seem to be something that's changed with Don when he's with her, and it's not as though he's been selectively choosing his moments to slip out, he seems to have adopted a full "damn the torpedos" approach to this one.