That is completely wrong. No treatment of a disease creates anti-bodies. Only two things do that: 1) getting the disease; or 2) a vaccine. While there is a vaccine for malaria it apparently has low efficacy.
The drugs like hyrdroxychloroquine are there to treat the symptoms. I had this conversation with the doctor and he suggested taking the drug so that if I did in fact contract malaria it would lessen the symptoms and speed my recovery. I also had DEET with me and used it to repel mosquitoes.
And yes, Trump doesn't like to be wrong....not sure I know anyone that does (although left wing types sure seem to given their views). Do you like to be wrong? I know I don't. And politicians in particular don't like to be wrong. Trump is hardly unique.