refuge = a place where you can seek safety when escaping danger
Buddhists try to 'escape' from the world of Samsara. However, they would say they aren't running from it but facing reality of life eg anicca, dukkha, paticcasamupada etc. Buddhists believe the Dharma is reality and the only way to 'escape' Samsara is by facing reality.
The 3 refuges are often referred to as the 3 Jewels as they are precious and valuable.