Though I don't live in KL, I have ridden there a lot. All over Malaysia in fact. There are some great rides and roads there. I would say world class even.
In SE Asia I wear a leather jacket 90% of the time. I only wear a textile jacket for commuting to work. I usually wear an 3/4 helmet for commuting. Full face other times.
You will probably get used to the weather and humidity. I don't notice it any more really. It is normal for me now. Seems so dry when I go back to the US.
Buy your gear in Singapore when you can. It is much cheaper there. In fact SG helmet prices are about the best anywhere for name brands.
I find drivers in SE Asia on the whole more aware of bikes than say the US. That doesn't mean they are any more friendly. But they are more likely to be aware of your presence. Traffic is more chaotic as you already know I am sure you are aware.
Once you get acclimated to the weather and ways of the roads I think you will love riding there. Be safe. Have fun!
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