Congratulations, sounds like you are enjoying your new beast!

These phones are pushing the limits, I’m actually surprised at how Apple managed to keep the 14 Pro Max the same weight as 13 Pro Max, despite the newer camera gear, but I guess they balanced it out with the ever so slightly less dense battery, I would not be shocked if there were 14 Pro Max test units that easily broke past 240g.
That being said the heft also gives a more premium feeling (mixed with the stainless steel shine), IMO, it’s the same sort of thing I am expecting the Apple Watch Ultra to do as a smartwatch, feel premium and like you have a solid premium timepiece on your wrist.
With the above being said, I maintain that the Xs Max and 11 Pro Max were the absolute sweet spot for Pro Max iPhones, they were well sized and not as unwieldy as these bricks (12 Pro Max/13 Pro Max/14 Pro Max), lol. In fact the Xs Max was both large screened and light, the 11 Pro Max was a heavy thing but still rightly sized. This is where I think the 14 Plus may win over some people, I can see a few folks sacrificing the A16, Dynamic Island and extra camera for the lighter weight 14 Plus.