This is a story that actually hits me a little closer to home. Lamb of God is one of my favorite bands to emerge in the metal scene over the past decade or so (and yes, I know they have been around longer than that.) I suppose that this banning is a little less odd than being banned from Singapore for having long hair and I guess in that respect I can understand why it happened. This was in 2013.

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First off, if you are a fan of metal and don't know about Lamb of God I don't know how that happened but you should check them out immediately. I am a little disappointed that I actually lived in the same city as these guys before they hit it big and never saw them play. As it turns out a lot of these shows were free too.

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So why were they banned?
I think that many people are unaware of the fact that Malaysia is governed, in part, by Sharia Law (Known as Syariah Law in Malay.) These laws are meant to only apply to Malaysians but sometimes it extends to others. It's complicated and I am not going to pretend to be an authority on this subject. I just know that the country doesn't recognize Israel as a country and people from Israel are not permitted to travel there.
Anyway, Lamb of God was banned because their music “incorporates evil and anti-divine spiritual elements in its performance” according to The Department of Islamic Development of Malaysia. As a devout fan of LOG, I can't say that they target Islam specifically as it seems to go after Christianity for the most part (the original name of the band was "Burn the Priest" which I will admit is in poor taste, even for a metal band.)
could they really not get Randy a cordless mic?
I'm all but certain that the stop in Kuala Lumpur was merely a "pondskipper" show that big bands frequently do between Europe on their way to Australia / NZ. Only 1500 tickets had been sold at the point they show was banned, so I suppose it wasn't that huge of a deal. I am sure it was really disappointing to the fans though.
One journalist responded to the banning by saying this
Have there been other metal bands banned from playing over there? I'm genuinely curious, because Lamb of God is no where near the worst metal band for their lyrics being anti religion if you wanna call it that. It's definitely a stupid fucking choice, but let them learn it the hard way. That journalist hit the nail right onto the inflamed penis, them doing this shit has pretty much guaranteed an increase in the popularity of the band there. This whole thing just sounds very stupid and pointless.
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I don't think that very many metal acts try to come over this way. Like I said, it is a jumping off point on their way to Australia. For the most part I think the gigs are not profitable unless the band is huge. Mid-card acts like Arch Enemy will go to Singapore which I am sure you know is right next to Malaysia and even then they book venues at small clubs that are meant for a maximum of a couple hundred people.
So the short answer is "no".. metal acts do not attempt to go to Malaysia, but it isn't because they fear they would not be allowed to.
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That journalist is right. Look at the US, they ban street drugs and end up with more of them, or if a president says anything about gun control sales go up.
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Human nature does not react well to banning stuff. It becomes risky and humans like to take risks.
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