Not enough space for the engine
Malbec needs about 2 GB free to unpack its engine.
What happened
Malbec unpacks its engine before the first game and after engine updates. That needs about 2 GB free, and this Mac has less.
The fix
Click Open Storage Settings, free some space, then try again.
When to write to us
Write to us only if Malbec still says this with several gigabytes free.
Email support@malbec.app. For a diagnostics file, choose Help › Export Diagnostics… in Malbec and attach the zip it saves. It has no account details, and your home folder is masked.