Every multipartite entangled quantum state becomes fully separable after an entanglement breaking quantum channel acted locally on each of its subsystems. Whether there are other quantum channels with this property has been an open problem with important implications for entanglement theory (e.g., for the distillation problem and the PPT squared conjecture). We cast this problem in the general setting of proper convex cones in finite-dimensional vector spaces. The max-entanglement annihilating maps transform the k -fold maximal tensor product of a cone ${\textsf{C}}_1$ into the $k$-fold minimal tensor product of a cone ${\textsf{C}}_2$, and the pair $({\textsf{C}}_1,{\textsf{C}}_2)$ is called resilient if all max-entanglement annihilating maps are entanglement breaking. Our main result is that $({\textsf{C}}_1,{\textsf{C}}_2)$ is resilient if either ${\textsf{C}}_1$ or ${\textsf{C}}_2$ is a Lorentz cone. Our proof exploits the symmetries of the Lorentz cones and applies two constructions resembling protocols for entanglement distillation: As a warm-up, we use the multiplication tensors of real composition algebras to construct a finite family of generalized distillation protocols for Lorentz cones, containing the distillation protocol for entangled qubit states by Bennett et al. (Phys Rev Lett 76(5):722, 1996) as a special case. Then, we construct an infinite family of protocols using solutions to the Hurwitz matrix equations. After proving these results, we focus on maps between cones of positive semidefinite matrices, where we derive necessary conditions for max-entanglement annihilation similar to the reduction criterion in entanglement distillation. Finally, we apply results from the theory of Banach space tensor norms to show that the Lorentz cones are the only cones with a symmetric base for which a certain stronger version of the resilience property is satisfied.