An issue is that it's not just the government's of Malaysia and Indonesia that are anti LGBT, most of the population do not support the LGBT community. 91% of people surveyed in Indonesia say being gay isn't justifiable: https://www.equaldex.com/region/indonesia
For this reason it would've been better just to say at the gig 'we hear all our Malaysian LGBT fans and support them', rather than with the massive speech and kiss
Unfortunately if you take the attitude 'if you don't like it, don't go there', then you can't visit many different cultures- basically just north west Europe, Canada, Australia, NZ. This shows the plight of LGBT people in most developing countries and the ignorance of The 1975 to think that Malaysia is an anomaly in not supporting gay people. I have no doubt that their heart was in the right place though.