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They were planning a better war against the British but to prosecute such a war they had first to defeat Russia. That was the essence of the situation as it faced the Germans in 1941 and, because japan entered the war, again in 1942

It would have been costly some thing like 6,000 but it would have have changed the whole balance in the Med!

Even worse than Malta, the biggest pb in Lybia was port capacity and the lack of railway. Malta made the problem worse, because a British Malta meant escorted convoy and convoy are very bad fort unloading efficiency. Malta also meant a lot of fuel in escort and suppression duty (and a lot of plane too), so on a whole iw important. But shipping wasn't the main limiting factor, the logisitic dilemma wouln't have change much.

Really changing the situation would need a lot more investment than a temporary heavy commitment of the Luftwaffe. An investment than the British could have met in kind.