To be fair, the iPhone 15 line came out before Apple Intelligence was even announced.

It's the iPhone 16 line that feels a bit shitty not getting the latest and greatest since it was advertised as "built for Apple Intelligence"

Apparently the 17 Pro is the only currently released iPhone that will get the best local model. Which I suppose makes sense considering it has 12GB of RAM compared to the 16 Pro's 8GB.

Apple splits processing between an on-device and cloud-hosted model. As time goes on, devices will be more capable of doing more processing locally, and it would be expected that the cloud-hosted model gets more sophisticated.

Your 15 Pro Max supports Apple Intelligence. Newer phones can answer more questions without going to cloud infrastructure.

15 Pro Max is supported…

It should support everything except the new voice model.