iPhone XS Max battery draining even when turned off

The excessive drain occurred after your screen replacement so there are a few options here. The first one is that the replacement screen (being of lower quality) is drawing more current. This is true of LCD replacements (normally the XS Max has an OLED screen which draws less current). The other possibility is that you damaged something during the repair. I would double check the work and look for any signs (even the tiniest!) of physical damage. Look at the flexes, connectors and surrounding areas.

There is a third option and that is coincidental damage. Sometimes a drop causes some latent issues that only show up later on. This usually coincides with another drop or repair (a repair, i.e., opening the screen, puts a lot of stress on the screen and housing).