Yes, I thought so too. I was fairly unhappy with the first 5 episodes or so, because I felt they were saying rather than showing too much when it came to Peggy's competence, and also overly stressing her connection to Steve. To me it came off as defensive, both in assuming people wouldn't remember or value her for who she was, and in assuming an action heroine leading her own show needed some kind of explanation.

However is S2 Peggy just gets to be Peggy and I thought the way they dealt with the extra burdens women share was better woven into the plot and backstories. I was sorry to hear that the series won't continue.