But I wonder how this can be different in Max (note that I don't know Max at all (almost))
i cannot comment on max, but comparing the implementations of supercollider's unit generators and pd's tilde objects shows a big different in the handling of parameter changes. pd uses new parameters instantly, while supercollider does a one-block interpolation, so it should sound `smoother'.
I can't comment on supercollider, but while it's true what you say about Pd, it's very easy to overcome that by using [line~]s or even better [vline~].
only for objects supporting audio-rate arguments and at the cost of performance ;)