Malaysia is in Asia. Just put "Malaysia" in a search engine, and the very first words are: "Malaysia is a federal constitutional monarchy in Southeast Asia."
This ain't hard. It's in Asia. Therefore people from there are a type of Asian.
People think they can do whatever they want with language, forcing others to accommodate them so their feelers don't get upset. If I play their stupid games with them, then our language and social discourse are dominated the whiny, the dumb, and the sissy.
They don't get to choose whether the Philippines, Malaysia, or anything else in Asia is actually in Asia. It is. Being from Asia makes you Asian. That's life. Get over it. You can also be other things in addition to that. But Asian is demonstrably factual and should upset nobody.