A red Ferrari with the top down swerved past on the winding dirt road, heading to what looked like a small Mars encampment. Helicopters landed on the side of the road and greeters darted across. At a farmers’ market with overflowing baskets full of raspberries, watermelons, and focaccia, I asked for a mango, and the farmer started cutting it in half for me: “That’ll be $7.” This weekend, outside Las Vegas, a group of Burning Man veterans put on a festival called Further Future, now in its second year. Across 49 acres of Native American land over three days, with...