You know, an interesting idea that isnt explored is, well
Why would you want to leave ? Surprised Caine didnt try to deploy that argument.
"Why would you want to return to a world thats increasingly going insane and destructive? Where people grow more hateful by the day. Where even the kindest will turn on you the moment you disagree wth the slightest thing? Where all of you have regrets and things to run away from. And then there is the whole 'get old, sick, die,' and not even in that order necessarily. Here? You guys are eternal. The fun will never end. Your physical primes will not slowly fade. The good times will last forever! This is as close to a confirmed paradise as you people will ever get and it is yours to enjoy without all the pesky annoying 'others' and their problems, beliefs, grudges and oh look, wars are starting!...There is no escape, not from the circus but from humanity itself. You guys care for each other and will never turn on each other as long as you know that nobody outside will understand this world you all share. And the worst part? How many of you wouldnt have given each other the time of day outside? You would have never have become friends, true friends and thats becoming impossible to get out there...so I ask you, why would you want to leave this circus, where the absurdity is wacky and fun and part of the experience, and go to a world where the absurdity is vile, demented and...literally all that there is to it? And trust me, people, I know each year of human history and, spoiler alert, it is only going to get worse."
And Jax likely wouldnt want to leave because what he has to return to? Only regrets. Maybe the group would be split over "leavers" and "stayers"
But hey, silly me, I do what I always do with bad narrative, try to pull my Bob the Builder hat and fix it, or at least lessen the damage.