The key forward suffered a hamstring injury against North Melbourne on Sunday in what was his first AFL game in 757 days.
King was ruled out for the rest of the season in another devastating blow for the former No.4 draft pick, who is contracted at St Kilda until the end of 2032.
The 26-year-old was too upset to be part of the Saints' team song after the 31-point win over the Kangaroos and has been struggling to process another setback.
"That's being human, the devastation," Saints coach Ross Lyon said of King.
"If you've given everything and it doesn't work out, you are devastated.
"In Max's case, he's given everything, given himself the best chance and then because you are emotionally vulnerable, you've left nothing on the table."
King is meeting with an external specialist in Melbourne, but the Saints will consider sending him overseas for further investigation.
Lyon floated Dubai and the famous Red Bull training facilities in Austria and Los Angeles as options for King.
King had two games at VFL level earlier in the year but suffered a hamstring injury in May, pushing back his comeback past the two-year mark, having previously played in on June 30, 2024.
Even though he had trained strongly in a four-week block to justify St Kilda playing him on limited minutes against the Kangaroos, King still broke down in the third quarter after just two touches.
"He's got a long period now, he'll do a full pre-season, be at our first day back ready to go," Lyon said.
"We had a really good conversation on Monday, and I said, 'I might be a lot of things, but I support my players'.
"I said, 'I'm all in with you here, mate, we're all in this together and in the context of the real world, this is not a catastrophe'.
"'I could catastrophise this myself and I am not going to allow you to, you're a great family, we'll get this right, it's a hamstring'."
Lyon spoke to media for more than 14 minutes on Wednesday, just days after a heated press conference following the win against the Kangaroos.
"I know someone expected me to jump in the car, miss the press conference and get to see Max down at Brighton, but that probably wasn't possible because I wouldn't have been at the presser," Lyon said of his exchange on Sunday.
Ruckman Rowan Marshall could miss the Saints' clash with Sydney, still struggling with back spasms that forced him to withdraw just minutes before playing North.
Another late withdrawal, Cooper Sharman, is unlikely to face the Swans due to a calf complaint.
