I don't agree but I understand where you're coming from.
But in all the films, even in the first MM film, Max was the catalyst for the events in the story and in the later films, the films proceed because of his involvement. I think FR is no different and makes a statement to the frailty of his character in that, by the end of the film, when the there is a potential of settling down and making something decent in an indecent world, he turns his back to it. He is too ingrained in that chaotic world; it's what defines him, ironically. For him to join Furiosa at that point, he would lose what makes him Max, which is a really interesting thing to think about because that's been his entire goal as a character: to find that peace as a man again, but to have it, he would lose his identity. And, sadly for him, that's all he's clung to since the first film. The idea of what makes him him and, hinted and implied at in FR, even he's not sure anymore.