The issue is the following: the Python builtin max does something like
if a < b:
return b
else return a
Here, x and y are symbols, hence neither x<y nor y<x is True:
sage: var('x,y')
sage: bool(x<y)
False
sage: bool(y<x)
False
Hence:
sage: max(x,y)
x
Which explains your plot.
What you need is either to use max_symbolic function:
sage: max_symbolic(x,y)
max(x, y)
sage: plot3d(max_symbolic(x,y), (x, -5, 5), (y, -5, 5))
Or to define the max as a Python function (not a symbolic expression), with one of the three equivalent syntaxes:
sage: f = lambda a,b : max(a,b)
sage: f = max
sage: def f(a,b):
....: return max(a,b)
Then,
sage: plot3d(f, (-5, 5), (-5, 5))