No longer true at Malaga.
They have built extensions recently to gates on Pier B and C directly prior to the airbridge which are steps/lifts down to the ground so they can board via the forward and rear steps. Pier D (Schengen only) also has the option built in as standard.
I can only presume it's because of RYR is the largest carrier at AGP.
I haven't seen any other carrier besides RYR use this however; EZY, LS, etc, still use the airbridge on the same gates.
Can confirm this at certain gates yes, though from what I've seen it's only Ryanair who use them along with Air Nostrum for obvious reasons. EasyJet and the rest seem to continue to use the airbridges.