True, when we first see Max after Hikaru tells him they are all his, Max has just swept the legs forward while in fighter mode, and the arms are not deployed.
So, I think we have to assume that he stowed it that way at some point before, or shortly after he switched to Battroid mode. It's unclear from the rapid frames whether or not Max went to GERWALK before going to Battroid. Either way, it's irrelevant since he obviously would have had to have stowed the GU-11 that way himself.
Besides, from a combat perspective, why wouldn't you stow it that way?. Any way you can stow the weapon so that it comes to bear on your enemy quicker is better. And the way he had it stowed, he could do exactly what he did if he got involved in a hand to hand situation (which he did).