To answer my own question “Also, why would I not want always “Max Protection”?“, the answer would be “to prevent DNS leak”.” More on the below topic:
Edit: I’m a bit confused as I just checked Mullvad default’s and MaxProtection is enabled. As you are not supposed to change Mullvad’s setting, it must mean I am not understanding something.
Could anyone explain? Is there really a DNS leak risk if you use a VPN with max protection?