Well, it kind of is the case. Society won't be suddenly fixed during the show. But the story, for some characters, is also about overcoming these things.

It's an accurate representation of that time period for good and for ill. The sexism, racism etc will never go away, the show is unflinching in this sense, but it also features stories of characters who end up empowered despite everything being stacked against them. It also features characters whose stories end with deep injustice done against them, things that may never be rectified.

Whether that long term satisfaction of seeing all these incredible character arcs unfold is worth it is up to you. The show is definitely ugly, but the beautiful moments certainly have a way of sticking out in the midst of all the bad things. At least that's what I think. If you don't find this kind of thing worth watching, I understand.