Yup, non of the gay establishment are legal here in malaysia. Even if they have licenses, its usually for something else, like foot massage license, spa licenses for facial but they provide all the other services illegally. No doubt there might be under the table arrangement happening. Bukit bintang area is somehow seen by locals as untouchable by the police, thus explains the bloom of massage places with a lot of massuers outside similar way u see in thailand. Other places offer only normal massage menu and all other special is between u and the masseur in the room. Gay sauna and massage places are usually hard to locate, and entrance are locked with security camera outside so they can see who is knocking.