Why does my dog keep running away?

It sounds like the dog may not actually have the intention to run away, rather the dog wants to explore all the stimuli outside the home (sniff the grass, trees, flowers, squirrels, rabbits, markings left by other dogs, walk/run, etc.) I'd suggest you need to add some type of gate by your door to prevent the dog from bolting, at least until you can train the dog to stay even when the door is opened.