I've always had a feeling most of the characters are perfectly happy
living in the McDonald's PlayLand or HappyLand or whatever the heck it is called.
Ronald McDonald happily runs the place. (Though he does seem rather frightening and satanic to be a role model). Grimace sits on his arse and gets fatter, the Fry Guys seem content, Hamburgler somehow lends balance to the community by stealing fried psuedo-beef.
Mayor McCheese, however, seems destined for bigger and better things. Perhaps running for a Senate seat or Chairman of the UN human rights council. I have a niggling feeling Mayor McCheese wishes people were hitting McDonald's after hours with oxy-acetylene torches to free him from his coiled spring base inprisonment.
Now that Willy the whale is free, somebody ought to start a campaign to free Mayor McCheese.