Are you referring to genetic engineering on mosquitoes, or humans? Target Malaria is experimenting with releases of engineered sterile mosquitoes, but that's not the same thing as "genetic resistance to malaria".

If you're referring to humans, I'd second Peter's answer. I'll also note that, were we to achieve this level of bioengineering expertise, malaria would be minor on the scale of problems we'd be able to solve (at least partly -- getting 100% population coverage is difficult).

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An outside possibility is that you meant something like "it's possible that not treating malaria might contribute to natural resistance in a way that, over the long term, is better for humanity than treatment would have been."

However, many regions of the world are completely malaria-free, including middle-income countries in mosquito-ridden locations where malaria was a major problem within living memory. This was achieved through conventional means, and it seems reasonable that we could dramatically reduce the global malaria rate over the next few decades using similar means (or even better techniques, as Target Malaria hopes to develop).

Perhaps there's some natural asymptote where we will find it harder and harder to clear the last few pockets of malaria, but I find it hard to imagine a low rate of malaria death being a serious long-term issue, compared to the short-term benefit of preventing malaria now. Given our current rate of progress, if malaria is still killing more than a tiny number of people two centuries from today, I expect that our world would have bigger problems to worry about (e.g. global economic collapse or stagnation).