There was a time when licensing rights for movies and television was relatively inexpensive. Free advertising was often the thought, and you'd have a song like 'Thriller' show up in something like 'Revenge of the Nerds.' That time has long past, and now it can cost an arm and a leg to get a hit song. To get The Beatles 'Tomorrow Never Knows,' it cost 'Mad Men' around a quarter of a million dollars.
Of course the show flirted with The Beatles in season four when Jon Hamm's Don Draper got Beatles tickets for his daughter Sally, but they had to use a cover version (and instrumental). And it hurt show creator Mathew Weiner not to have The Beatles in the show somehow, as he told The New York Times:
“It was always my feeling that the show lacked a certain authenticity because we never could have an actual master recording of the Beatles performing. It always felt to me like a flaw.”
This is also not the first time that Weiner has tried to get their songs on the show - a band he calls 'the band of the 20th Century," but it turns out that Apple (which controls the rights) are particular about how and when their music is used. Not only did he have to send them the storyline for the song's context, he had to send them script pages.
Draper follows in the footsteps of James Bond (at least in 'Goldfinger') in having little appreciation of The Beatles. Bond remarked "drinking Dom Pérignon '53 at a temperature above 38 degrees is like listening to the Beatles without earmuffs." That though was before Paul McCartney wrote the theme song for 'Live and Let Die.'