Max7219 and 8x8LED matrix - all LEDs are constantly on

You need to use 7221's then:

"Eight-Digit Drive Lines that sink current from the display common cathode. The MAX7219 pulls
the digit outputs to V+ when turned off. The MAX7221’s digit drivers are high-impedance when
turned off."

"Seven Segment Drives and Decimal Point Drive that source current to the display. On the
MAX7219, when a segment driver is turned off it is pulled to GND. The MAX7221 segment drivers
are high-impedance when turned off."