... These guys have been caught with their pants down and some very embarrassing holes in their national defense preparedness have been exposed by this errant aircraft. You could not make this stuff up if you wanted to.
There are PRIMARY radar targets every day in many countries. It involves not just airliners, but corporate and general aviation aircraft with inoperative, faulty, or improperly switched transponders. An aircraft that is not sqwaking a code becomes a PRIMARY target. It's impractical reality to launch interceptors at every Primary aerial target.
The Malay peninsula along the Thai-Malaysian border is only 100 nautical miles in width, about a 15 minutes' cruise. According to the primary targets volunteered by the military, MH370 actually had first penetrated Thai airspace in a straight line towards Langkawi in the northwestern corner of peninsular Malaysia. So, technically the initially unidentified primary radar target had penetrated and crossed the extreme north western tip of Malaysia in less than 10 minutes at high altitude and not in a threatening flight profile suggestive of imminent response.
In my flights en route HKG-SIN, for example, there have been many occasions when we were out of radar contact and unable to establish VHF/HF communications for up to 20 minutes for various reasons: lower assigned flight levels, frequency congestion, weak or degraded VHF/HF transmitters . . . And if our transponder had gone on vacation, I seriously doubt that we would have been intercepted. Air Traffic Control is aware of civil radar & radio blind spots and aircraft system limitations (typically up to 20 Watts transmitting powered radios) and will not alert military assets.