Azir's ulti explicitly prevents dashed.
Malphite's ulti is explicitly immune to being stopped in any way, shape, or form.
Basically it boils down to which 'rule' is more explicit. Azir has a clause of "Prevents all dashes", which means dashes. Things like Lucian E, Lee Q / W, and various other dashes which can be prevented in other ways or do not have any specific protection. Malphite's ulti, on the other hand, is a dash which explicitly mentions that it's immune to any effect which would stop it. It has the more specific permission, so it takes precedence.
Basically look at True Damage and its interactions with immunities. True damage says it cannot be be mitigated, reduced, or avoided... But abilities which explicitly state that they prevent all damage (Fiora's parry, Kayle ulti) have a more specific ruling in that they prevent all damage for the duration.