Kur,. .You can still leave, company sponsored or not. Actually you were only sponsored in terms of getting you the weight of the airline on your side while doing your training, conversions and no interest loan, as you rightly said, to the detriment of the taxpayers. Taxpayers rights are insignificant in Malaysia, so we'll not talk about them.
Other than that, there is nothing to stop you from leaving. You could just give them the necessary notice and off you go. You can still pay back the 0%Loan with some of the USD$$$$$$$s. Won't cost you much anyway, maybe around $400-$500USD p/m. You can pay that off in no time. Better yet, you might not want to pay it at all and play dumb like the rest of the guys.