It is not that Midge just does not learn.
I think the end game is that Midge needs her own club (e.g. Joel's Button Club) where she can say and do and riff what eva strikes her po' l'il heart as grist for her mill. Joel obviously has a talent for club management; Midge needs a venue of her own, where she can offend her heart away. Voila, season five set up.