Read it in context, friend. God is rebuking Israel for braking their covenants with their wives, and God is saying that He does not change His covenantsI am the LORD; I do not change- God
Mal 3:6
For I am the LORD, I change (ShaNiYTHiY, Qal Perfect 1st person common singular, I have not changed) not; therefore ye sons of Jacob are not consumed.
Compare -
Num 3:12
And I, behold, I have taken (LaQaKhThiYhiYtHi, Qal perfect 1st person common singular) Levites from among the children of Israel instead of all the firstborn that opens the matrix among the children of Israel: therefore the Levites shall be mine;
Jacob had not been destroyed despite their unfaithful treachery in changing their marriage covenants, , because God had kept and not changed His covenant with Abraham Isaac and Jacob. The statement is context specific. It is not supposed to be taken as a theologically absolute universal truth. Otherwise, the old covenant would still be in force.