I don't think Mad Max: Fury Road is a very good movie. But this post isn't really about Mad Max. It's more about movies in general. I will readily admit that I'm picky about movies; I probably dislike more than I like of the ones I see, and I'm extremely picky about which ones I even bother to see. To me, one of the main things a movie has to do is build interesting characters. To me, interesting means one of two things: 1) Believable characters in unbelievable/interesting/incredible situations, or 2) Interesting/bizarre/incredible but believable characters in fairly normal situations. What doesn't work for me is unbelievable characters, by which I mostly mean inconsistent characters. Let me explain: I like watching people with "normal" personalities respond to really weird settings. Case in point: The Princess Bride. Wesley is a fairly straighforward character who becomes a Dread Pirate because, well, he kind of has to or die. I also like watching strange people try to do normal things. Case in point: UHF, where Weird Al tries to run a TV station. What is always true, though, is I have to be able to put myself inside the character(s). I have to be able to say one of two things: I recognize/know a guy like that guy, and yeah, that's what he would do, or If I was like that person, then yeah, that's probably what I would do. Mad Max sets up some incredibly weird (but fairly consistent) settings, and then introduces some characters with certain personalities. But then those characters go on to do things that - in my opinion - don't "ring true". That is, there's a difference between people with crazy personalities, and people without a personality, that is, people who don't seem to act by any set of internal rules or guidelines or framework. It's perfectly natural for Hannibal Lecter to kill and eat people. What would be out of character for him is to suddenly decide to become CEO of his brother's luggage company. That's something perfectly normal, but not for Lecter. If that were going to happen in a movie, it would either require a ton of very crafty storytelling, or be a joke.
Again, just an opinion. But that's why I didn't like Mad Max.