To be fair, Malaysia is probably the least religious muslim country. Middle Eastern tourists go there to have fun. But not everyone in Malaysia is muslim, and there are bars, nightclubs, etc just like Thailand and no restrictions on enjoying yourself as long as you aren’t muslim. But for nightlife, Thailand is better set up.
Ideal = having location freedom for when you want it, but not using it most of the time because you are busy building things or relationships (personal/business)