They were just trying to get it back from Papagallo's gang, who may have just seize it from them. Consider how much fuel that Lord Humungus's gang have to burn running their vehicles all around the desert - this can only be because they have an existing large stash of fuel to draw on. That stash of fuel is likely kept at a nearby aquifer oasis where they have pumped water to raise animals and crops, plus maybe maintain a labor force, enslaved or otherwise to keep things running.
The hypothetical existence of such a productive oasis located at a distance can be inferred because (1) everyone looks pretty well fed and watered even in a rather barren-looking desert except of course for the outsiders Max, Dog, and the Gyro Captain, and (2) that Lord Humungus and gang did not maintain a 24x7 close siege of the refinery but instead inexplicably choose to keep moving away and back - the rather odd decision not to maintain a constant siege can only be explained if periodic territorial patrols are necessary to keep a protective eye on their other precious possession - the oasis. Max original run in with Wez was an encounter with such a patrol.
Earlier, when Lord Humungus's gang held the refinery, they would have periodically pumped and refined fuel and transported it to their oasis to power farming and water pumping machinery. This explains why Papagallo's gang just happened to have a fuel tank sitting there being fueled up but not a power rig. A rig was probably used to pull fuel tanks back and fro the oasis and the refinery, but it had not yet returned with an empty tank when Papagallo and his people seized the refinery.
Perhaps Papagallo and his people were escapee workers from the oasis in the first place, which is why they wanted to head away to the far North. This could also explains why Papagallo was skeptical of Lord Humungus's offer to let them just walk away, as he feared it could be just a trick to re-enslave them again.
It can also explain how Papagallo and gang could have successfully seize the refinery - it was an inside job as some of them were already workers used to run the place. It was a mutiny of the refinery workers that took their oppressors by surprise.
In the last act, Lord Humungus and his gang really needed that last "full" fuel tank after the sabotage of the refinery as otherwise their oasis farm will dry out. Getting that tank can buy them time to keep their animals and plants alive until the next rainy season, after which they can rebuild the refinery again.
In other words, perhaps Lord Humungus and his gang are in their own crazy way trying to rebuild the world too, only on a strictly feudal model, whereas Papagallo's gang appears to be aiming for a more egalitarian model.
