I don't think it matters but I may choose to sit on the shadier side of the bus personally which would be on the left hand side (the driver side) as for first part you are travelling from west to east more or less and at certain times of the year when the sun is lower it could be too bright on other side. Just a personal observation.
I'd say the train is the best option also , however price may be a factor
In January the bus was €16 single and the train €24 single the travelling time was the same
It's not impossible to get seats on the bus for as little as €5, if you are lucky. I don't find the bus uncomfortable and it has one big advantage. If you don't like your seat and others are available, you can change, because there are no stops between Seville and Málaga. On the train - although nicer scenery - you should stay in the allotted seat, because there are stops en route and you may be taking someone else's place.
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We use ALSA coaches, https://www.alsa.es/en and the seats have always been really comfy, slightly lay back and with a pull out footstool to rest your feet. Maybe we have just been lucky, I am not sure. But we prefer it to the train. We also get given a bottle of water and a cake as we get on.
We have sat on both sides, but like to be sat on the right side of the bus -
(when sat down and facing forward).
Both sides have nice views, but the first time we went by bus, we sat on that side and was glad that we did. We drove through the hills and orange groves, which was a lovey surprise. Seeing all the fruit on the hundreds of trees is something I will never forget.
Just to point out that the water and cake offering is on the most expensive service called SUPRA ECONOMY and not on the normal service. In case anybody had the idea that all the buses were same. Oh and on the Supra there are two seats on one side and a singles on other. So 3 across. The 2 together are on the right side of the bus facing forward.