*If you wanted to make the plane disappear I wouldn't choose this route. I would have expected 3 different air forces to have intercepted me.*
In this case, the person who was most likely flying 9MMRO was probably very familiar with the regional AD.
That is why flying back across the Malaysian Peninsula would have been seen as risk free. This person (who was most likely flying the plane) had once been a Malaysian AF pilot himself so he would have been in a position to know what the Malaysian AF response would be (none.) He would have been correct in assuming that there was no threat from the Malaysian AF.
The flight skirted Thai airspace, so there was no threat there. It is clear that 9MMRO carefully stayed out of Indonesian airspace, so there was no threat there either.
It appears to have been a well planned and well executed flight path..