In your Mac's Security & Privacy settings, you should see an Allow button that you must click in order to grant Real-Time Protection access on your device.
Malwarebytes may ask you to allow the Real-Time Protection feature at the system level. For more information, see Real-Time Protection in Malwarebytes for Mac. On macOS 10.13 (High Sierra) or later, Apple requires your approval to allow the Real-Time Protection feature. At times, there can be technical issues when trying to activate Real-Time Protection with Malwarebytes for Mac.