When does this become Peter Capaldi's show?

Malcolm's very much a Machiavellian (or "Malciavellian") character; a lot of his work is about pulling the strings in the background. One could argue that almost all paths lead back to him.

That notwithstanding, series one and two were shot back to back, leading to the greater consistency with each other from a writing and production perspective; in addition, Chris Langham (Hugh Abbot) was convicted of the possession of Child Pornography in 2007, following his arrest in late 2005. He's therefore absent from the "Specials" which follow on from S1/2 - Rise of The Nutters & Spinners and Losers, so Malcolm really steps in to fill the void there. This is really where the writers began to make a lot more use of him, I'd say; also a man convicted of Child Porn offenses isn't exactly your best front man when thinking about a DVD cover. Glen and Ollie flanking Malcolm may have been more reflective of the relationships and ensemble nature of the cast, as Langham is effectively Persona non Grata.

I would imagine that if the Chris Langham thing hadn't happened then series three may have had less Malcolm. As it was, the writers gave Malcolm more reason to be present in day-to-day operations by having him ascend to the position of Director of Communications. Personally, I really liked the way that this lead the development of the relationship between Malcolm and Nicola.

He is very much a lead character in season 3 and 4, however, this is a team show and all the others are very well written and played as well. But yes, I think he had such a strong presence - since the specials, actually, between seasons 2 and 3, that he did the classic "stealing the show" thing.
So it is understandable he is also on DVD covers as he is the most visible later.

First two seasons were also made more of a "huurraah" project, shaky cam, a lots of improvisation, so the success was a bit of surprise later.