I'm sorry you're facing dishonest seller. Yeah they're real scums in online business.

I've browsed items on Lazada as well and compared the prices with Taobao. When you include shipping charges to Malaysia it's almost similar more or less.
The only time I preferred to buy directly from Taobao when variety of some products that I wanted only available there. Shopee do carry out large range of items to pick on but due to insane cheap prices almost all sold out quickly. Which is the part that I hate most,since certain stuff could take 4-5 months for seller to restock again. They don't fill them up quickly.

On Taobao options are limitless with cheaper price tag except we also have to kira also the shipping cost.

fully agreed. I'm a local Shopee seller and I can confidently say that I'm still edging ahead of China competitors.

Competition is healthy, keeps me in the game.

may I know which link you used to buy directly from taobao?    

At the end of the day, i think is a matter of perspective. Same like other country also what. They import to their own country to sell also higher lor.  How high depends on how greedy/ethical the seller is kot.

Sometimes also win some lose some based from cost, volume, efficiency etc.