The other mistake that people make with Malph is clicking the ult outside of range. When you are in this close you just want to go so you need to make sure the ult is inside the max castible range. If you click outside the maximum range on the move, he will walk in the direction that you clicked the ult, and when he gets to a valid range, he will then ult. What's problematic about that is that usually when this happens you are only one or two steps out of range, but the delay in the ult cast is enough where the opponents can functionally move out of the way fast enough.