They are also horrible people in a way that doesn't feel as real in the Sopranos. That's a downside for me, I couldn't watch more than 6 episodes of these horrible, selfish people.

That's interesting, I see them more like trapped and still doing what they really want instead of what the prison they live in tries to force them to do. It's a theme that repeats all over the place. I would call it "assertive" instead of "selfish".

Edit: as an example, Peggy goes to extremes to do what she wants to do, overcoming all the obstacles that come her way. Is she selfish? Maybe but what kind of life would have she had if she had acted in some other way?

Peggy has an affair with a married man in the first episode and many more throughout the series. I don't blame the characters for hustling at work because everyone needs to make money, I blame them for their completely horrible and short sighted personal life decisions.

I can't think of any worthwhile stories based solely on rational, moral characters. I mean I love watching Great British Bake Off as a palette cleanser for exactly this reason, but real characters are flawed, make mistakes, and are involved in real life conflicts.

Lol you can only understand their work motivations but not anything else? Seems more like a you problem than a the-show problem

I’d still argue that the worst characters in mad men are still better human beings in almost every way than the best ones in Sopranos.

Yes, but it also often reduces its characters to caricatures. In todays day and age, reducing people to caricatures is a no-go, but for some exceptions, but even so, I think this is too heavy handed and makes the show less compelling as commentary and instead reduces it to sort of crass entertainment whereas it markets itself as somewhat "middle brow" and provoking.