HBO Max is a relatively new streaming service, and it's not supported on all Samsung TV models. Compatibility issues might be the culprit behind your downloading woes. Check your TV's model and software version to see if it's compatible with HBO Max.
Outdated software can also prevent you from downloading the app. Make sure your TV's operating system is up-to-date, and try again. It's like trying to play a game on a console that's not compatible – it just won't work!