TL/DR from a non-audiophile, but music enthusiast - The AirPods Pro are great headphones and I'd refer to the AirPods Max as "luxury listening" that do have better sound if you have the budget and appreciate such thing, but it won't change your world.
Sound is very subject and anything from the seal to the music profile of the headphones to the mix of the song playing can have an impact. For me, a nicer set of headphones isn't necessarily about "hearing things I've never heard" but having things stand out. More than once I've noticed something in a higher-end set of headphones and gone back and listened on AirPods and sure enough it is there, but not nearly as detailed.
As far as the AirPods Pro 2 vs the AirPods Max, the Max is still better, but it isn't a day and night comparison like a $9 pair of skull candy earbuds to the Max. Most of my music is instrumental (not classical) and the biggest thing I've noticed is that the Max sound a bit more spacious and there is more detail in the instruments. For example, I tried my best to do an A/B last night and dumbs in one track were just continuous rhythms backdrop on the AirPods Pro where as I could make out the impact of each drum strike on the Max. On the AirPods Pro everything is kind of jammed into one track whereas it's more spread out on the Max.
I have the AirPods Pro and AirPods Max for "fun" listening and bought the Moondrop KATO IEM and Sennheiser HD6XX for fun and to see what "neutral" sound was. If I had to rate them it'd be:
AirPods Pro < Moondrop KATO < AirPods Max << HD6XX