Never heard of this problem before. People are selling in ebay and ship it all around the world.
Dont worry, sometimes salesman dont know what they are talking too.
Eg, i encounter a salesmans sales 533mhz ram can not pair with 667mhz. Pc wont boot. My friend besides is using the same combination too and his pc have been running for almost 1 year already.

Then let microsoft see your id card, say your malaysian buying malaysia product. Nothing wrong with that