Even though I'm sure people wanted to see the Executioner alongside the Enchantress in order to give Thor a adversary that could challenge his strength, just because we got Malekith instead, doesn't mean that we won't get Thor being pushed to his limits.
If my knowledge serves me correct, Malekith is also closely associated with "Kurse":
Kurse possesses a number of superhuman attributes as a result of his natural dark elf physiology and mystical augmentation. Kurse's main advantage against foes is his strength - while initially a close match for Thor, his strength was first increased to twice,[volume & issue needed] and then four times, that of Thor.[volume & issue needed] Courtesy of enchanted armor that was fused to his skin by the Beyonder, Kurse is now almost totally invulnerable but like all Dark Elves is vulnerable to the element iron. Kurse also has the ability to sense and track his opponents over distances as great as continents and can see through illusions and disguises. His armor is a living, sentient, and enchanted armor that allows Kurse to see everything around him.
Plus; from what I read, Malekith is also connected with "Surtur", as I read that he supposedly made a deal with Loki on behalf of the character. Just like how Iron Man 3
is set to have Tony go up against his archenemy Mandarin, we could have Thor 3
deal with Thor going up against Surtur, with Dark World
being the precursor to that.