Personally I don't know why anyone would want to get involved in sport in Malaysia, least of all football which oozes of corruption and politics.

That being said, a friend of mine started his own futsal club and we entered tournaments some years back. He paid for all our fees and equipment. We had 5 national players in the side but finished only 2nd in the inaugaral MFL (Malaysian Futsal League). I don't know if it's profitable as a business but as a hobby, why not?