He'd just been dumped for another guy by this girl he was really into and it took awhile for him to get over it.
I see Malcolm as the type of guy who acts tough, but is really a softy at heart. He does his duty and some people think to the extreme, but his duty has been a lot of his life from what I can see. He doesn't take relationships very seriously because he's so afraid of getting hurt the way that one chick hurt him.
He's not a weakling on the inside, but he has a more romantic and slightly overdramatic perspective. From what I saw on the show, he's willing to protect those he cares about because that's his unique way of showing how he feels about someone, not b/c of a death wish.
I think our dear Malcolm just needs a good woman's love
