Thornmail tends to rip through Kog'maw due to how quickly he attacks and how he prioritizes on-hit effects (so he doesn't heal much unless you get Hextech Gunblade).
Malphite tends to E right after he lands his ultimate, so it was two abilities taking out a good chunk of your health.
Malphite gets damage from his armor on W and E. That, combined with Thornmail's return damage and Sunfire Capes burn, would give him a lot of sustained damage in fights.
ADCs typically focus tanks while tanks typically focus squishy champions. The damage you dealt to him was mitigated heavily while you didn't really have any resistances to mitigate his damage.
Malphite deals AoE damage while ADCs deal primarily single-target damage.
Looking at your KDA, Malphite seems to have had far higher teamfight participation than you did. If you were being focused down immediately in fights, then you weren't surviving to deal damage either while Malphite was.
If Malphite was the main threat to you, you should have probably purchased a Banshee's Veil to negate his ultimate and heavily mitigate his damage.
Honestly, your team needed MR badly. The enemy team had Malphite, Phoenix Stance Udyr, Lux, and Blitzcrank dealing large amounts of magic damage. Their only AD champion was Caitlyn and your team stacked MR (which is why Caitlyn's damage was low).