When you checked the fuses; did you conclude the headlight high beam fuse was good because it did not appear burned or broken; or did you exchange or replace the fuse with a known good one of the same rating? Fuses sometimes will develop an internal open circuit, which cannot be seen in a visual inspection. This is why it is vitally important to replace or exchange a suspected fuse.
There is also a TSB (technical service bulletin) issued by Chevrolet about this model, which may have a bearing on this problem. It is # 3170, dated December 2007. NHTSA item # 10010552, which addresses either the service engine soon light, or various other electrical concerns. Since the details were not published in the notice; it may be worth contacting a dealership about the contents of this bulletin.
Try pulling the dimmer switch back towards the steering wheel, until it reaches the limit of its travel, and see if that lights the high beams. There is a momentary high beam contact in that switch position, which is independent of the normal high beam contact. If the high beams light in that position; but do not light in the normal position; then either the switch or its harness plug is defective.
There may also be a problem with either the type of bulb you purchased, or with the plugs that mate with the bulbs. Some bulbs have two prongs and some have three prongs. The three prong bulbs have both a low and high beam in them; while the two prong bulbs only have one beam. If your headlight plugs have three connectors in them, but the bulbs only have two prongs; you have the wrong type of bulbs.
If there are separate bulbs for the high beams; they probably have a separate ground wire from the ground wire for the low beam bulbs. If the ground wires are broken, damaged or have corroded connections; the lights will not work. Also, the 2005 Malibu is listed as having a headlight relay, but my listing for the 2006 Malibu does not show a headlight relay. This may be a catalog error. A defective headlight relay is the most cmmon cause of there not being high beams.