Shakespeare's comedies are known to be a celebration of both family structure and society at large. The fact that his comedies end with weddings, or at least plans for weddings, with all of society gathered together to celebrate shows us exactly how his comedies are a celebration of both family and society. However, his comedies also contain at least one or two characters that are social misfits. In fact, these social misfits are so contrary to society that they absolutely cannot be redeemed and must become social outcasts in order for the society within the play to remain unified, which helps create the happy ending ("Shakespeare's Plays: Comedy"). Jaques, along with Duke Frederick, is one of those characters; hence, it is actually not much of a surprise for us to learn that he wants to follow Frederick's path and remain in the forest to learn the ways of the religious man. The real question is, what do we learn about Jaques that helps us see him as an unredeemable social outcast?
Jaques is known for being extremely pessimistic and gloomy, while everyone else around him, including the exiled Duke Senior is very upbeat and optimistic, even in the face of adversity. Jaques' pessimism makes him see life as completely meaningless and arbitrary, as we see in his "All the world's a stage" speech found in Act 2, Scene 7 in which he likens life to a play. Since a play has no meaning beyond its performance, a play is ultimately arbitrary and meaningless. Jaques' view on life certainly contradicts the other characters' views, especially Duke Senior's who merely sees the people performing life as being united in unhappiness, the same way that actors are united in a play. Hence, Jaques' pessimism alone makes him a social misfit.
But more importantly, we also learn early on that Jaques actually did not behave morally while he was at court. In fact, when Jaques proclaims early on in the play that he wishes he was a fool like Touchstone so that he can openly criticize everyone else's sins and folly, thereby making jokes of folly, Duke Senior points out that if he did so, he would be acting hypocritically as no one is more guilty of behaving like a "libertine," meaning a morally corrupt or unrestrained person, than he is. We especially learn about Jaques' immoral behavior in Duke Senior's lines:
Most mischievous foul sin, in chiding sin:
For thou thyself hast been a libertine,
As sensual as the brutish sting itself. (II.vii.64-66)
It is especially because he is a libertine that Jaques is a social misfit, and if he were to return to court, he would most likely simply fall back into his immoral habits. Hence, it's actually a good thing that Jaques decides to remain in the forest, away from society, to learn the ways of the religious man, just like Frederick.