Somehow installed Malwarebytes unintentionally. Should I uninstall?

The only way it could get on your Mac is someone chose to install it. It will run in full version mode for, I believe, 30 days. After that it reverts to free mode and stops running the always on protection. But you can still download updated definition files and run it manually any time you want.

Up to you. If you want to uninstall it, open the app. There's an uninstall option within its menus.

Uninstall Malwarebytes is in the Help Menu.