That is literally the plot of at least two of the movies.

In Mad Max, the world hasn't become a wasteland yet. I don't think anyone desired to go anywhere.

In The Road Warrior, Max helps a group of settlers who are trying to escape a siege and reach Paradise.

In Beyond Thunderdome, Max helps a tribe of children who are trying to reach Tomorrow-morrow Land. At the end of the movie we learn Tomorrow-morrow Land is an empty promise, but that is beside the point.

I haven't seen Fury Road yet. Please don't spoil it for me.

As their names suggest, both Paradise and Tomorrow-morrow Land are perceived as hopeful destinations, safer and more verdant, and Max helps both groups get there. That is literally the plot of the two most popular and well-known films of the canon (depending on your age I suppose, I grew up with them, only saw Mad Max once, and haven't seen Fury Road yet.)

Every Mad Max film set in the wasteland is about people trying to escape it.

In Mad Max, the world hasn't become a wasteland yet. I don't think anyone desired to go anywhere.

In The Road Warrior, Max helps a group of settlers who are trying to escape a siege and reach Paradise.

In Beyond Thunderdome, Max helps a tribe of children who are trying to reach Tomorrow-morrow Land.

In Fury Road, Max helps Furiosa lead her band of escapees to The Green Place.

As their names suggest, Paradise, Tomorrow-morrow Land, and the Green Place are perceived as hopeful destinations, safer and more verdant, and Max helps each group to get there.

People are always trying to leave the wasteland. Max's mission in life, as shown by every movie depicting the wasteland, is to help people try to escape it. The whole point of the wasteland is to set up a conflict where people seek to escape it.