Mac OS X 10.11, aka El Capitan, includes a feature called System Integrity Protection (SIP), which prevents modifications from being made to some key locations in the system. This is very powerful protection against malware modifying system files or installing into hidden system-controlled folders.
It's possible to turn SIP off and worse, to turn it back on after some kind of malware has been installed into one of these protected locations. In this case, Malwarebytes for Mac may detect these threats, but is unable to remove them. We recommend contacting either Malwarebytes Support or Apple directly for help.