My hot take is that it's not that Malcom does have hobbies, preferences, and interests, it's that like many British men, especially those from a certain class background (as a long line of career navy men would likely be), he lacks the language and emotional introspection to express them.
I'm only a few episodes into season 2 and have already heard him talking about reading English literature in his spare time, expressing admiration for architecture, interest in military history and well.... pyrotechnics, obviously. He also didn't express interest in listing a favourite food but then excitedly said pineapple was his favourite when it was presented to him (enough that he takes medication to counter his allergy to it. Relatable because I am also allergic to it lol).
Malcom also evidently cares a great deal about his career and holds a lot of respect for people like his great uncle, even if he expressed not being overly close to his family. He seems to take things really seriously and a bit over the top tbh. He really comes across like a boarding school kid too.
I think like many British men he's been discouraged from expressing outward emotional states. He especially can't present anything that wouldn't fit the stiff upper lip respectability of a diligent navy officer. He gives the vibe of someone who can't allow themselves a moment to stop moving, can't allow himself introspection, and can't break form for fear that everything will start falling apart. That and he seems to be dealing with some form of anxiety/mental stress and a martyr complex.
