The insanity Malygos suffered and the corruption Odyn was referring to are different things.
Malygos’ insanity was mainly driven by grief, anger and confusion but had no Old God influence. He had vouched for the dragon soul and was good friends with Neltharion. And how did that end up? A very large majority of his flight was wiped out. The Nexus war was the result of Malygos becoming sane again… very sane if you ask me. Sane enough that it could be considered insanity in a weird way. Meanwhile Neltharion and Nozdormu (in time) were largely triggered by the Old Gods.
Although how that will apply to Nozzy now is unclear. Since Blizzard likes to flip flop on the Azeroth Old Gods being dead or not.