In 3ds Max 2027, you can use extrude Splines with orientation and direction instead of using only local Z.

The Extrude modifier now supports a Gizmo option so you can choose the direction of extrusion on Splines instead of using only the object's local Z axis. You can add depth along any axis or along a custom direction, which makes it easier to build forms that don't align with the default orientation. Use the Gizmo in the modifier to set the extrude direction and get predictable results without rotating the object first.