Disclaimer: 2.5" and m.2 are form-factors, and both can be in fact either SATA (older, slower) or NVMe (using PCIe lanes).
So I presume you mean m.2 NVMe drive. Just in case, because I had plenty of SATA m.2 few years ago.
For speed: None at all for Open/Using 3dsMax, that is purely down to 3dsMax.
Windows 11 in general, yes, little bit. But you will hardly perceive it, people who claim otherwise, are deeply in Placebo territory :- ).
I am using Optane system drive, which are further 10 times faster with random access reading of small files and it still doesn't make any perceptible difference anywhere I could feel it.
I would not swap existing drives if you're ok with their capacity. But going forward, I would suggest buying exclusively NVMe based one since the price difference is very small already and they have much higher compatibility (directly on motherboard, in extension PCIe cards,etc..).