Authorities in Malaysia
do sometimes ask for proof of a ticket out of the country, as you enter. It does not have to be to your home destination. Just a ticket out of the country. Often they do not ask though. But this will depend a lot on your nationality as well. Unless you are a Filipino citizen, then you will almost certainly be asked for a ticket out of the Philippines
too. The Philippines is the country in Southeast Asia that has the strictest laws regarding proof of a ticket. I have been to the Philippines 7 times. And 6 of those times, I had to show them proof of a ticket out of the Philippines, in order to enter.