why didn't it win any major award?

Indeed that might be the case. Not that the film actually has an even remotely pedophile scene in it. Just that many major film awards tend to follow the prudish, alarmist ways of the US mainstream. They like to award films that are save, inoffensive and affirmative of the status quo.

Or perhaps Malena really was just released at an unlucky time and saw its awards snapped away by other films. It happens.