Lots of people here have said they feel the Max feels bigger than the 6+, 7+, and 8+ phones, but physically, it's not. It's a bit smaller overall.
I think people feel the XS Max is bigger because you're expected to be able to swipe from the top and bottom of the screen, and with no top and bottom bezels, it's too difficult for those gestures. With previous Plus phones, you could still get away with some one-handed use. You could use your thumb (single-handed) to swipe up for Control Centre, and unlock your phone with Touch ID.
Now you get Face ID that requires you to swipe, and you need to swipe down from both top corners (!!!) and you can't do it. You can't do it, so it's "too big". It's too big for that sort of screen-swiping. It's too big for some of the one-handed use you used to be able to do.