It is possible to go from Master (taught course) into Phd (research).

Or do you mean is there Phd by taught course? I am not sure but I have yet to hear it being available in Malaysia.
In regards to TS's question,

If you want to get your master quick and do not intend to further into PhD, I strongly suggest taught course.

Benefits: save time (just follow syllabus) and still able to further into Phd.

Cons 1: No exposure to the research environment which is crucial for academic career especially when you plan to further into PhD.

Cons 2: You need to pay more compared to by research. However,if you can afford it, this sum is worth every penny as master by research has a lot of uncertainties. Better be safe than sorry.

I'm a bit annoyed with the general obsession to take the shortest time. Doing things faster isn't necessarily better.

A Master's degree is a Master's degree.

Applying for PhD requires Masters, or some places might accept a first-class bachelors.
In PhD, you need to come upt with a doctoral thesis, which is like your final-year project in Bsc. Did you jump into your Bsc with your final-year project straightaway? No right?

You will spend the initial months or even first year mostly learning and bit of trial and error. If you obtained a Master's degree by coursework, then the learning curve is even bigger as you lack even more research skills and background. This is espeically true in the scientific field.

if social science, then maybe a Master by coursework or research doesn't make a big difference.

As far as I know, there is no such thing as PhD by courswork. A requirment for receiving a PhD is to produce a doctoral thesis, i.e. a research project.

Sure you can take courses, but those are just complimentary for your research project or other skills.