That's still the antagonist, and attempting to subvert the relationship that was the protagonist's one great hope and represented his path out of his perception of a trap. The central story was how the culture and the life and the people who shared that culture and life all combined to pull the protagonist down. His break with the codes that "the Town" imposed on him, was to protect his love interest, and then he became invested in her as his redemption/escape route. The line that the cop crossed was not in trying to shoot him, but in trying to turn his girlfriend against him. Like I said, Hamm was cast as the antagonistic character and implied romantic rival/counterpart, even if he played a better person than the protagonist, and his actions were all morally upstanding.

The point about the casting was that Mad Men is heavy with the type of actor who is often cast in roles that are hostile or in opposition to the main character or the one with whom the audience identifies. My point is that by casting these types of actors, the producers are deliberately trying to prevent the audience from identifying with their characters, and keeping them at remove.