Should I consider malware protection for my Mac?

I've never used any and never had any issues. Also see: https://www.apple.com/macos/security/

Yes, I do but that is not what I consider related to Malware protection. I use it so that my files cannot be accessed in the event that my MacBook Pro is lost or stolen. I have found no downside to using it; there is no noticeable performance difference after the original encryption finishes.

Be aware that firewalls have nothing to do with malware protection. Their sole purpose is to keep other people on the same network as you out of your computer. They don't do anything to prevent you from downloading and installing/running malware.

jefferythefrog's link is chock-full of excellent information. Briefly (not directly pulled from the user tip), there are no Mac viruses (malware that self replicates with no user interaction necessary). None. There are plenty of Trojans, which is any type of malware that requires YOU to do something before it can get on your system.

Typical AV software is useless. There are no viruses to look for, and they do nothing to stop you from downloaded and installing a Trojan. The only title in this genre you'll see users here recommend is MalwareBytes for Mac. Its main function is not to try and prevent malware from getting on your Mac, but finding and removing what you've already installed.

Hackers didn't bother with Mac's because sales were minute.

That is not why macOS (i.e. Unix) is secure. It is secure because of the architecture.

The Windows default is to allow all users access to everything. The Windows OS engineers must lock down everything that all users should not have access to. By default, Unix denies access to all users. Users must be given specific access.

In Windows, if you fail to lock something down, chaos ensues.

In Unix, if you fail to give a user access to something they need, they just don't have access.

The root user is an exception to this rule, but macOS denies even the root user access.

In Catalina the OS is read only.

In Big Sure, not only is the OS read only, but it is also mounted on a sealed snapshot.

macOS is secure because it was designed from the ground up to be run on a multi-user network,

Windows was designed to be run on a single, air-gapped computer.

The New Technology File System was a step in the right direction, but Microsoft only integrated about half of what was suggested to secure the OS on a multi-user network.

the best malware protection for your mac is you.

please read Effective defenses against malware and other threats - Apple Community. it's a long read, but it's worth your time to read every word.