All the practicing brothers and sisters here want so badly to leave, why make yourself face all the shubuhaat and shahawaat here in the non muslim lands. My advice is to stay in Malaysia, your parents advice is good. And honestly what can you expect from men who can afford the means to buy a plane ticket and work.

Important: some people say "everyone is different, one may not be able to stay practicing while another person might stay firm by Allah's permission". Yes this is true and nobody denies it, but why put yourself in the situation where you can easily leave your religion if you don't have to. الحمد لله Allah blessed you and favored you to be born in a muslim country, while all the practcing muslims here who don't prefer the dunya also want to make it to a muslim country.