Technically you could leave. But there aren't any communities like this one. There are people - they're called Grounders - but they're probably not going to be super welcoming from what I've heard. And there are dangerous mutated animals.
So here you have clean water, showers, food that you wouldn't have to hunt if you don't want to, a roof over your head that you don't have to build unless you want to help with building shelters outside, and the means to know if people you care about arrive. So that's probably why people stick around. Everyone else they know is here, so why would they leave for a harder life?