It's Ramadan, the Muslim fasting month. When I lived in Indonesia, some of my Muslim friends fasted, some fasted on the first and last day, and some didn't fast at all. In Malaysia it's the same, except that the people who don't fast have to be discreet because they are afraid of being caught by the religious police.
The religious police report to the Shyariah court. That court can whip, imprison and fine people for not going to the mosque, drinking alcohol, dressing immodestly, having sex without being married, and so on.
Malaysia is one of very few countries in the world to have a religious police force. The others are Iran, Saudi Arabia, Afghanistan, Sudan, and the semi-autonomous province of Aceh in Indonesia.
Whenever I see the religious police around, it always strikes me that I'm getting a first row seat into seeing what it was like living in the days of the Spanish Inquisition, or in the Puritan east coast colonies in the USA in the 1600s.
As I've said before, I don't understand religion. But it seems to me that if fasting and other religious activities don't come from the heart, forcing people to fake piety doesn't do much good.
The activities of the religious police are a hot topic in Malaysia. If you're interested in a local point of vie I recommend you read Zeffri Yusof's article.