I think there's a difference between who they may actually vote for and the "world" they live in, which seems to me pretty GOP. For instance, the problem with Joan's ex was not in any way qualms about the war, but distance.
Don used to be presented as someone hands off familiar with an alternative world (reading Frank O'Hara), but now barely knows the Beatles. It's age, of course, he's older and realizing, I think, he's become more corporate and less free to walk away than he did in earlier seasons (if you recall all the conversations with Roger when Don wouldn't sign a contract with the original firm). Don's got fewer options as time goes on, this is slowly sinking in, giving an autumnal air to the season. Maybe I'm wrong, but let's see how they end the season. Yet, at the moment, how many characters seem happy, peaceful, or even engaged with the changes in the air? Even Megan couldn't see the campiness of Dark Shadows, and she's the one who has gay friends.