The title is a quote from Mad Men (series 2, episode 5). The full quote is part of advice from Don to Peggy, who’s in a hospital, drugged down because she denies having had a baby.
“get out of here and move forward. This never happened. It will shock you how much it never happened.”
It is a telling line. Google it and thou shalt learn. One interpretation is about how one in the America of the 1950s could believe that, one can act as if something had not happened and can move on, do something else, become somebody different. Don of course, knows all about it. But cynical as the line is: do note that he leaves a foot in the door for reality to catch up. He says ‘how much’ not ‘that’ it never happened. Don also knows all about that.