I was confused about the following deduction. Let $M$ be a compact manifold and $f: M \to \mathbb R$ be a Morse function. Let $\mathbb k$ be a fixed field. We have \begin{equation} H^*(M, f^{-1}((-\infty, t]); \mathbb k) = H^*(f^{-1}([t, \infty)), f^{-1}(\{t\}); \mathbb k) = H_{n-*}(f^{-1}([t, \infty)); \mathbb k). \end{equation} The first equality comes from excision theorem and the second comes from Lefschetz duality.
If $t = \max_Mf$, then $f^{-1}((-\infty, t]) = M$ and $f^{-1}([t, \infty))= pt$ (assuming maximum point is unique). Then \begin{equation} H^*(M, f^{-1}((-\infty, t]); \mathbb k) = H^*(M, M; \mathbb k) =0 \end{equation} but \begin{equation} H_{n-*}(f^{-1}([t, \infty)); \mathbb k) = H_{n-*}(pt, \mathbb k) \neq 0 \end{equation} This contradicts to the deduction above.