Why is Oliver running away?

Oliver considers running away at multiple points in the novel. For instance, when he is out with Sikes in chapter 22 and he realizes that "housebreaking and robbery, if not murder, were the objects of the expedition," Oliver contemplates running away. He says to Sikes,

"Oh! for God's sake let me go! . . . let me run away and die in the fields. I will never come near London; never, never! Oh! pray have mercy on me, and do not make me steal. For the love of all the bright Angels that rest in Heaven, have mercy upon me!"

Oliver would rather run away and die (since he would have no income or means to buy food or shelter for himself, as an orphaned child) than become a criminal.
Another time he considers running away is soon after he meets Dodger. They were entering London after dark; Oliver begins to notice "drunken men and women [who] were positively wallowing in filth," and he begins to get a bad feeling about the place and the people in this community. They approach the bottom of the hill (where Dodger was leading them) and Oliver once more considers running away:

"Oliver was just considering whether he hadn't better run away, when they reached the bottom of the hill." (ch. 8)

Overall, Oliver contemplates running away when he is cruelly abused or when he wants to avoid immorality (such as stealing).
At one point, Oliver is so cruelly mistreated that he actually does run away. Oliver is an apprentice to an Undertaker (Mr. Sowerberry) at this point. Another young apprentice to Mr. Sowerberry, Noah Claypole, decides to get Oliver in trouble. Noah is a charity boy and appears to not want to share Mr. and Mrs. Sowerberry's attention with Oliver. Noah continually reminds Oliver of his low social position by calling him "Work'us," meaning workhouse. He even goes so far as to insult Oliver's dead mother which causes Oliver to get angry and retaliate:

"Yer know, Work'us, it can't be helped now; and of course yer couldn't help it then; and I am very sorry for it; and I'm sure we all are, and pity yer very much. But yer must know, Work'us, yer mother was a regular right-down bad 'un." (ch. 6)

After Oliver retaliates by attacking Noah, he is severely punished by Mr. and Mrs. Sowerberry. He feels that he has been mistreated beyond what he can bear. When he is finally alone, he cries for some time:

"But now, when there were none to see or hear him, he fell upon his knees on the floor; and, hiding his face in his hands, wept such tears as, God send for the credit of our nature, few so young may ever have cause to pour out before him!"

The next morning Oliver decides to run away, though he knows he has no way to purchase long term food or shelter by himself.

"With the first ray of light that struggled through the crevices in the shutters, Oliver arose, and again unbarred the door. One timid look around—one moment's pause of hesitation—he had closed it behind him, and was in the open street." (ch. 7)

Before leaving, he returns to the cottage he lived in earlier in the story to say goodbye to his friend, Dick. He tells him,

"You musn't say you saw me, Dick, . . . I am running away. They beat and ill-use me, Dick; and I am going to seek my fortune, some long way off. I don't know where."

Oliver ends up heading toward London soon later.
https://www.gutenberg.org/files/730/730-h/730-h.htm