Wow - the real kicker which took me a while to figure out too was the +06 on your call and the real international number of MY which was +6.
That small discrepancy is a big deal. Also Bank Negara did say never give your Bank PIN or password to anyone over the phone.
Oh wow, you are right. The real international number of MY is indeed +6. That +06 is clearly a fake. Thanks for pointing that out! I'll update my post.