Malaysia is one of the countries that practise Left-Hand Drive. This means the cars are supposed to be driven on the left side of the roads [a.k.a. Left-Hand Traffic].
So, imagine turning left when you're already on the left side of the road. What'll happen? You'll probably fell into the sea, off a cliff, bang on a tree, hit a drain or maybe there's just another road for you to turn off. So, people in Malaysia, please don't simply make a left u-turn unless you saw the traffic sign. Billy, out.