Should Malphite always build full armor even when the game is mainly decided by his right to enter alive?

No. Armor remains his natural specialty and often his best efficiency, but Malphite still has to answer the threat type that truly decides the game. If he enters badly or dies before even existing into AP, stubbornly forcing full armor creates a thematically correct but strategically bad build.

When is Randuin actually better than Thornmail on Malphite?

Randuin becomes better when the game mostly revolves around an AD carry with explosive autos or crits rather than around sustain that must be cut. If the real threat wins in a few burst seconds rather than through long durability, Randuin gives you a more direct lever than Thornmail.

Gargoyle or Quicksilver on Malphite depending on whether he mainly needs to survive burst or actually get the trigger off?

Gargoyle is better when your engage starts correctly but you mainly need to survive long enough after impact for your team to convert. Quicksilver comes first if one key crowd control effect prevents proper initiation, because an engage that never triggers is worth even less than one that triggers with slightly less tankiness.