Hello Saeul,
We tested this on our end, we did not experience this issue with AirPods Pro and an iPhone 14 Pro on iOS 16.1.1. With that said, we'd like to isolate this further and try some steps to solve this.
Have you tried to reset your AirPods Max yet? If not, let's test that out now: How to reset your AirPods Max - Apple Support
How to reset your AirPods Max
Learn how to restart your AirPods Max if you're experiencing issues, or reset them to factory settings.

To restart or reset your AirPods Max:
- First, charge them for a few minutes.
- If you're experiencing issues with your AirPods Max, you can restart them. Press and hold the noise control button and the Digital Crown until the LED flashes amber.
- You can also reset AirPods Max to factory settings. Press and hold the noise control button and the Digital Crown for 15 seconds, until the LED flashes amber, then white.
- After you reset your AirPods Max, you can connect them to your iOS or iPadOS device, or connect them to your Mac or other device.
AirPods Max can be associated with one Apple ID. If you want to use AirPods Max that someone else has used, they need to first remove them from their Apple ID.
After these steps, please test out another alarm on your iPhone. If it continues to occur, we'll need more information to further assist. Does this always happen when the AirPods Max and AirPods Pro are connected to your iPhone 14? Do you have the same issue on another device? Does it only occur with a specific alarm or all alarms set?
Hoping this helps out, take care.