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To me, MM is the activity of providing liquidity with passive buy and sell orders - profiting from the spread while taking on inventory risk. That's also how exchanges define it, paying (or giving discounts to) traders whose orders are filled passively - the whole maker/taker incentive that was invented to attract customers a few decades ago. And we had human market makers well before electronic markets, and we still have them for illiquid markets today. They are (still now) called Market Makers even though they trade on minute scales!

So why is it not considered Market Making if I make decisions on millisecond or second scales? I don't understand how that is related to time horizon. So that's what I meant with original question, why can't I be a profitable market maker without HFT speeds? I still don't see the reason... Or are we just arguing about definitions here? Maybe when you say MM, what you really mean is HFT, but in my head the taxonomy looks completely different.

DMMs are a different story since that's basically just an SLA you have to adhere to, but not talking about DMMs in this case.