Thanks @Trish313 Mm, my guess was right then. I understand why Apple chose this direction as it needs to work with Auto device switching features and "Find my" app to track when you lose it. But this is not a power efficient way when Apple says Smart case is not mandatory, especially when you are travelling without Apple's smart case.
Not having a OFF button was never a user problem for normal AirPods and AirPods Pro. Because the charging case was the smartest solution they built and it always charge and give extra juice we want and even while using pods, we can charge the case. So basically there was never a time I need to compromise listening for charging.
But in the case of AirPods Max, the Apple itself is saying case is not a necessary thing to carry around and this "Stationary" logic was not good for "Power concerned user". I won't be this much power concerned if SmartCase was charging the AirPods Max like other AirPods.
Let's hope will bring some settings to iOS to set time or some update to Max firmware with a button combination to force turn off.