Cannot delete icon on menu bar
Solution 1:
Only first-party menu bar apps can be ⌘-dragged off the menu bar. To remove third-party menu bar apps, you should refer to the specific app settings. For Malwarebytes, you can turn off the menu bar app from Malwarebytes preferences → Hide application icon. To properly uninstall Malwarebytes if you no longer want the software, open Malwarebytes, and go to "help" > "uninstall Malwarebytes".
Solution 2:
If you moved to trash for deleting the app and the icon is still sticked in menu bar;
Go to > Activity Monitor -> Search for FrontendAgent
and double click on it click Open Files and Ports tab.
You ll see the Malwarebytes source path like /Library/Application Support/Malwarebytes/ Open the terminal:
sudo rm -rf /Library/Application\ Support/Malwarebytes/
replace this path with have you seen in Activity monitor screen if not the same one and run the command.
Then Quit
the job from activity monitor.
Thats all.