First everything is possible % max width etc. By default the theme uses max-width with the value you specify as this is usually the best way to handle a site. You can use the containers (header / container / footer) width box to use a %width.
What matters is not how much space is outside of the site, what is important is the site itself. On small browsers / screens, a percentage width would always leave some space on the sides, even when there is not enough space for the actual site content. It would be a waste of screen real estate. This is why even if you set a Width % for the header / footer / container, when the screen/browser gets to the mobile size, it will remove the percentage and use the full available width.
Ultimately this is a matter of what the site is about and personal preference, but I am pretty sure that for the vast majority of cases, a Max-width is the way to go, with eventually some background extensions.
You can read about full width design in the tutorial below to experiment.