Q.Why does fluorine combine with other halogens to form maximum number of fluorides ?

O is diatomic (vs polyatomic S/Se/Te), shows only up to +2 (vs +6), O$_2$ is paramagnetic, and H$_2$O is a liquid (H-bonded) unlike gaseous H$_2$S/H$_2$Se/H$_2$Te.

1. Atomicity: oxygen exists as a diatomic molecule, $O_2$, while the heavier group-16 members (S, Se, Te) exist as larger polyatomic molecules, e.g. $S_8$ (puckered ring), owing to oxygen's strong tendency to form $p\pi$–$p\pi$ multiple bonds instead of long catenated chains.
2. Oxidation state: oxygen (being the second most electronegative element) shows a very restricted range of oxidation states, mainly $-2$, with $-1$ in peroxides and rarely $+2$ (with F, as in $OF_2$); it never shows the higher positive states ($+4$, $+6$) that S, Se, Te readily show (e.g. $SF_6$), because oxygen lacks accessible d orbitals.
3. Magnetic property: $O_2$ is paramagnetic due to two unpaired electrons in its antibonding $\pi^*$ molecular orbitals (as explained by MO theory), while the corresponding compounds/allotropes of S, Se, Te are diamagnetic. …