Maligore is the Dark Specter's twin brotherDivatox even commented on how they look alike. Perhaps her interest on Maligore was having a Bigger Bad who'd favor her over Rita and Zedd; the Machine Empire; and anyone, like Astronema, who appeared after her time as the main Big Bad.
The Z-Wave also destroyed/purified the non-Power Ranger Saban villainsAt the time of Power Rangers in Space, Saban's only two non-Ranger shows still on the air were Ninja Turtles: The Next Mutation and Mystic Knights of Tir Na Nog. Both shows would be cancelled by the end of the series. Perhaps Andros' shattering of Zordon's energy tube allowed the energy wave to destroy/purify Grimlord, Count Dregon, the Crustaceans, Shredder (at least the Power Ranger universe's iteration), the Rank, and Nemain and Mider as well as their assorted henchmen and monsters.
Rito and Thrax were at Master Vile's during the finaleThrax was too young to participate so his parents sent him to his Grandfather Vile, who lives at a galaxy where "evil always wins". The parents (Rita and Zedd) would have gone as well but refrained to do so out of fear of the Dark Specter (Remember? They told Astronema they wouldn't join her for the universe-wide attack because they had a plan of their own but she made them reconsider by mentioning the Dark Specter) so they sent Rita's brother to help. That explains why Rito wasn't seen at the finale (This troper knows about the damaged costume issue but still welcomes any plausible in-universe explanation). That explains why Thrax wasn't affected by the Z-Wave.