Notice the language carefully. Malachi does not say the remnant married foreign women. He says they married “the daughter of a foreign god.” Joyce Baldwin and other commentators on this text are clear that the issue was never ethnicity. Ruth the Moabite renounced her people’s gods and became part of Israel, so much so that she stands in the lineage of Christ. The issue here was idolatry, a divided heart that had made room for another god at the very moment God’s people were supposed to be set apart.
This is not a new sin for Israel. It is an old one resurfacing. First Kings 11 tells us that Solomon, the wisest king who ever lived, loved many foreign women who turned his heart after their gods, and that compromise is the reason the kingdom split and eventually collapsed into exile. The remnant, sitting in the rubble of that very collapse, was doing it again. They had forgotten how they got where they were.
Paul later gives the New Testament version of this same warning in 2 Corinthians 6:14-15, urging believers not to be unequally yoked with unbelievers, because righteousness and lawlessness cannot share a life together. Sin has a way of repeating itself across generations when it goes unexamined. The compromise your parents made, or that you made ten years ago, does not stay contained. It waits to be repeated unless it is named and repented of.