Activating Apple Intelligence on iPhone 15 Pro Max outside China

Because the phone you have was originally sold in China and must comply with the laws in China. Apple Intelligence is not legal in China. The Chinese government will not allow it. If that feature is important to you, you will need a phone that was NOT originally sold in China.

You don’t. There are numerous restrictions on devices sold in China as required by the government there. They will not be removed simply because you are using it outside of China.