Roger Sterling is like a walking sense of entitlement. He was more or less born into his job. His name, as he says in Red in the Face, is on the building, and he even acknowledges that makes him feel entitled. He thinks he can and should have any woman just for the taking, so that he is disgusting with the twins in Long Weekend (suggesting incest is A Bad Thing) and angry at Don for being more attractive in the bar in Red in the Face. How dare anyone usurp his entitlement?
He’s also really insecure, maybe because he hasn’t actually earned anything. He wants to restrict Joan; keep her in a birdcage, and that feels like both: entitlement and insecurity. Right of ownership combined with fear of losing her.
The most telling thing of all is the dialogue with Don in Shoot; Don considers the McCann-Erickson offer, Roger says he’d be afraid of failure. Don is not afraid. Don says he might leave advertising, Roger says “What else is there?” Don runs away, true, but he also runs forward; he remakes himself. And Roger can’t do that, he can only hang back. And diddle women to persuade himself he isn’t full of fear. Roger is a guy who doesn’t know what else there is.