I never understood this - especially since the winters are not cold in South East Asia. Are they simply following the East Asian leagues?
Forget following the East Asian Leagues Generally, it rains a lot in SE Asia, but a distinction is made between two seasons: (1) rainy, (2) and dry - or less rainy. In Malaysia, the east coast has its rainy season from November to February. The west coast has it's rainy season from August through September. Since most teams are from the western half of Malaysia (23 out of 26 teams in the Super and Premier leagues are from the peninsula), you could say the league schedule (February-August) is based on their dry(er) season. Rain or shine, Malaysians will always play football.