Your anodes & cathodes are connected incorrectly? Change your wiring to reverse the connections.
Either at the matrix, or at the MAX7219.
For example, it took me 3 tries to get this wired up correctly.
The first time, I thought I had the correct data sheet, not realizing I had dual-color displays and not single color so I had the first one done and realized there were 8 pins left to wire up still. Didn't even dawn on me that the matrix should have just had 16 pins and not 24 when I was putting sockets in place.
Took the 16 wires off and tried again.
This time I had the part installed 90 degrees off when I sent data, so when I sent a byte of data to the MAX7219 the byte that held the 0,0 bit location was not at the correct corner for the left to right shifting I wanted to implement (was going up & down instead), so one more time to get the bytes and the LED locations lined up vs a lot of software fooling around.