Actually she didn't get a Barbie because Peggy wasn't a very glamorous character, especially in the early seasons and January Jones had a larger role than she did early on. Vincent Kartheiser didn't get one either for the same reason.

It really was inconsiderate for an actress you don't find attractive to appear on screen without your permission.

She got pregnant by a coworker named Trophius(?) who refused to marry her and left the company according to Season 7A.