I have no reason to disbelieve if these guys thought they could get the aircraft back safely they would try their damned hardest to do so. Yes if there was a raging fire onboard they might have tried WMKN (TGG) but from FL350 there's a heck of a lot of height to lose in a short distance. Same for WMKC (KBR) and anyone who's been there it's not much of an airport in a populated area. WMKP is more logical for a rapid descent to land in a straight line - if their controls were compromised who wants to man-handle a 777 more than necessary except a turn to finals and we've have no idea if they could get the gear out for example so even PEN might only be a second choice. Bear in mind all these airports are closed for the night (PEN maybe not, but very low key) at this time so crashing on the field is a last resort action especially since there appears to be a lack of communication they've no way of announcing their imminent arrival. I wouldn't be surprised if the crew felt KUL was their best, safest option and on top of that (and for the life of me can't fathom why nobody posting here didn't say it earlier) there is a Lost Comms approach procedure for KUL which this crew would have known. If they were down to basic night VFR flying then how best to get to KUL and comply with the procedure... find the west coast, turn south and fly until you pass KL. They could line up for a straight in similar to a KIKAL2 for RWY14L or give ATC a chance to guess what they are doing (if they hadn't already) and head down towards the lights of Malacca to come back for RWY32R approximating a LAPIR2 arrival. Makes logical sense if they were comms crippled so why people think it's stupid for the authorities to be searching the West Coast is a bit rich.
Sounds plausible.
If the guys were trying to get back to KUL then it's sad they might have been within reach of KUL and dropped it in the drink for whatever reason.
Would be ironic if it turns out the Malaysians themselves then shot it down with a SAM, mistakenly believing it was some sort of North Korean mischief (the North Koreans have been lobbing missiles around unannounced recently). It would explain the lack of statements from the Malaysian military and government.