Fury Road is feminist in the exact same way Apocalypse Now and Full Metal Jacket are anti-war films. Apocalypse Now and Full Metal Jacket were intended as anti-war films and received when they came out as anti-war. But check out what Anthony Swofford says in his memoir Jarhead:
We watched 'Apocalypse Now' and 'Full Metal Jacket' before we went to war. It was pornography for us. They opened up this historical and psychological narrative. This is what men do when they go to war, we thought. It's a received image of war through film.also this
All Vietnam War films are all pro-war, no matter what the supposed message, no matter what Kubrick or Coppola or Stone intended. Mr. and Mrs. Johnson in Omaha or San Francisco or Manhattan will watch these films and weep and decide once and for all that war is inhumane and terrible...[we] watch the same films and are excited by them, because the magic brutality of the films celebrates the terrible and despicable beauty of (our) fighting skills. Fight, rape, war, pillage, burn.”The parallels to Apocalypse Now are especially deep, because both Apocalypse Now and Fury Road are about confronting militarized cults. Immortan Joe is Colonel Kurtz. In fact the Wikia for Fury Road tells me that before he was a warlord Immortan Joe was known as Colonel Joe Moore. I'm certain the reference is deliberate. Fury road is the Nung River. Apocalypse Now was a slow journey up the Nung River into the heart of darkness. In Fury Road we flee away from the heart of darkness down Fury Road, but then turn around and return.
People called Fury Road feminist because it is about women resisting sexual exploitation. It was intended to be feminist and received by some audiences as feminist, just as Apocalypse Now was intended to be anti-war and received as anti-war. However, some people called Fury Road anti-feminist because it seemed to be itself a form of sexual exploitation, where the suffering of women is used for titillation. But the titillation is only there for viewers like Swofford and his comrades. Most people are going to see the brutality and be horrified, and then find the victory over brutality cathartic. Some people, however, are going to see the brutality and be excited. The movie doesn't cater to this audience, they way some slasher films are said to cater to the audience that sympathizes with the killer. But it doesn't matter. It is still pornography to people who want to experience it as such.
Having made this comparison, you might think I believe Fury Road to be a bad movie, or shouldn't have been made. I don't. I think it is destined to be a classic on the level of Apocalypse Now. I think we need art that makes us confront the horror of these insane military cults, if only because the real world is full of them. The Khmer Rouge, The Lord's Resistance Army, the so-called Islamic State, David Koresh's Branch Davidians: these groups are real and can crop up anywhere. We confront them on the level of fiction so that we can tame our fear of them. We use the magic trick of staring into all their yellow eyes without blinking once.