The Mad Max / Max Rockatanksy character is better understood as a mythological figure shared by disparate groups in the "wasteland," spread across space and time.
Max isn't a foundational historical figure like Christopher Columbus or Daniel Boon.
Max is a mythical archetype like Achilles or King Arthjur who might once have existed but whose origins are lost in time. Notice that each of four movies has a distincnt narrator who is far more connected to her/his own unique setting than to Max.
The Max figure is a savior figure each of these groups needs to tell their own stories and cohere.
This narrative stance also relieves George Miller and his script writers of many continuity burdens that, say, the producers of Star Trek, Star Wars, or Game of Thrones have to take seriously.