do macbooks need malware protection?

The best protection from Malware comes from you, as there is not any software that is going to stop you from giving away your personal information. Here are some basic tips:

• Don't click links in emails
• Don't allow websites to send you Notifications. Many of these are false stating you have a virus and want to you download their software.
• Don't believe everything you read on the internet and continue to use common sense.
• Don't send money using Apple Cash to people you do not know and trust.
• Don't install junk on your computer. That includes AntiVirus, Cleaners, and Optimizers.
• Be vigilant on phishing messages and emails.

Recognize and avoid social engineering schemes including phishing messages, phony support calls, and other scams - Apple Support

Your Apple devices are perfectly capable of protecting themselves from Malware. People get into trouble when they don't protect their own personal information, including passwords.

No; instead, avoid downloading software from sources other than the Mac App Store or the developer websites.

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Installing third party (non-Apple) anti-malware products on a Mac will increase its threat profile.

Read Effective defenses against malware and other threats - Apple Community.