Sorry brother, but I'm not saying it has anything to do with the madhahib but all to do with what the sahaba did. The sahaba did not conquer Malaysia or Indonesia and that is why you're able to see many Hindus and other polytheists in Malaysia. Also, even though Malaysia and Indonesia are Shafi'i, you'll find most do not adhere strictly to the madhhab. An issue is that of the niqab, where the Shafi'is place great importance on it but you'll be hard pressed to find a niqabi in Malaysia or Indonesia. Similarly, Yemen is a Shafi'i country and you'll be hard pressed to find women who do not observe the niqab.