AcesOfGlory already write right explanation.
I assumed that max() isn't work's with generators.
So i thought that your solution will create list like
[ int_1, int_2, ... int_N ]
and only then program start search maximum of int_k
Then i agree your way is better, sry)

So you create whole list of 5 digit numbers instead of keeping one variable. And then use max() to search max. Don't think it's clever or best practice.