So the options with the current information (which will undoubtedly change again) would be a hijacking, particularly one where the hijackers demanded a reroute - which would mean the plane could be parked at an airbase somewhere in central Asia, or a situation like Ethiopian Airlines 961 but with an even worse outcome.
If the pilot took it upon himself to change course, what could his motivation be? If he was suicidal, surely he'd have nosedived it somewhere along the planned route or into a prominent building/city? Not flown thousands of miles out into the Indian Ocean.
If he was attempting to land somewhere else, why? to sell the plane? I can't imagine the market for stolen intercontinental jets is huge, and most of the components could be tracked if it was broken up.
I can't imagine a Malaysian pilot wanting to claim asylum anywhere either.