Although Malekith and his Dark Elves were certainly good to look at, he was more of a zealot with in his quest to obtain the Aether — which we eventually learned was an Infinity Stone.
It’s also worth mentioning that Taika Waititi’s remark sounds like a direct reference to the last solo Thor movie.
By contrast, Hela has more nuanced reasons for going after Thor, and those reasons should help her to be a more compelling villain in the long run.
Thor: The Dark World has become regarded by some fans as the worst entry in the silver screen Marvel Cinematic Universe, and some of that has to do with the use of Malekith the Accursed as the film’s villain.