Why does MacLaren die in the first episode of Travelers?

MacLaren is a Traveler

Just like all the others, a person from the future came back and occupied his body at the exact second of his "historical time of death." We see this happen to each of the others in the team as well, but since their deaths were more immediate, we see the take over happen when they actually die.

Note that because MacLaren originally died from falling down an elevator shaft, he wouldn't have died until he hit the bottom, which means there was some "lag time" in between when the others intervened and stopped him from falling, and when he actually would have died. This is why the traveler arrives a few seconds after they "save him."

The purpose of the rule about not saving people is that if they save someone who should have died, that would alter the timeline. But saving someone like MacLaren because they intend to possess his body isn't really saving him, it's just keeping his body intact for the incoming traveler.

Travellers is about saving people in the future not in the present by altering the course of history.

The people from the future can only do this safely and without unpredictable side-effects on the timeline if they don't "save" lives in the past. Their future technology actually does allow them to replace people who were not about to die, but they regard this as a moral problem and it is forbidden. But they can take over those lives if they were about to be eliminated from the timeline, hence the apparent paradox of "saving" McClaren. But they haven't actually saved McClaren at all, they have replaced him with a traveller.

Early in the series only people about to die get replaced. Obviously the whole point is to alter the timeline but the travellers are aiming not for minor alterations like saving a single, random life, but for big alterations that radically change the course of history.

One of their protocols actually forbids them from saving other lives as well even when they know someone is about to die (but not be replaced). This [minor spoiler alert] becomes a source of some dramatic tension in later episodes.

How would they know when he was going to die, when they were the cause of his death? He was only in that building because he was chasing down the other Travellers. If they hadn't gone back in time, he wouldn't have been there. If they knew in the future he was going to die in that shaft because of the team's recent arrival influences, then they would know, in the future, everything else they influenced. So no, they could not have known he was going to die in the elevator shaft. They had direct involvement with his death.

to the "how would they know he was going to die, when they were the cause of his death?" He was also investigating a shooter, at one point earlier in the episode he and his coworker/partner talk about a "shooter" he would have been there anyway.