grammaticality - "She wanted out of this dump." What is the grammatical function of "out of this dump"?

I came across a line in a movie.

She wanted out of this dump. She wanted to start a new life.

It seems the sentence is missing to get/be/go. Is the sentence grammatical as it currently stands?

Since want is a transitive verb, it takes a direct object (noun/NP/to infinitive). The phrase out of this dump is adverbial. So is the sentence ungrammatical = informal in register?