Why does Apple Intelligence not work on iPhone 15 Pro Max China version?

Features can only be available in regions where the service is allowed. China is well aware that their residents could use a VPN to bypass region restrictions, so they go a step further and any device that is destined for sale in China will have a model number ending in CH/A and at this time will not be able to include the Apple Intelligence feature.

If there is an agreement with China on what will be allowed, then those devices will be able to get the feature allowed on the devices made for China distribution.

Ask Apple support with your 90 days of free phone support. This is not Apple Support, and Apple is not here to answer business and implementation-related questions like this.

Because Apple has not implemented it on those devices. I suspect there are legal reasons. The phones made for the Chinese market have a number of restrictions.