Why is there no escape from the state of nature if we do give authority to a sovereign?

you give sovereign to yourself that is the state of nature

To gain sovereignty over others, one will exert their natural state and simply take the role, unless you step up and grant that sovereignty to yourself. However, because you have that sovereignty over others, they will eventually feel that they are deprived of what should be theirs, and their greed and desire will draw them to fight you for your role, thus bringing all back to the initial state of nature.