What do you see when you go to Settings ➜ Siri?
Make sure your MacBook Air and iPhone 15 Pro Max are set to English and to a Region where Apple Intelligence and Siri AI are supported.
click here ➜ https://support.apple.com/en-us/121115
There is no longer an entry for Apple Intelligence in Settings, it is now only Siri, to access the new Siri AI option go to Settings ➜ Siri and enroll in the Siri AI (Beta).
click here ➜ https://support.apple.com/en-us/127893

Other Apple Intelligence features are now built into the different options on Mac and iOS and don't have individual switches to turn them on or off.
click here ➜ https://support.apple.com/en-lb/guide/mac-help/mchl46361784/mac