In a city where the ladyboys come out to play every night, underlying political and economic tension is belied by a showcase Commonwealth Games taking place in stadiums of extravagant size and design.
England's javelin thrower Mick Hill, who has competed all round the world for 15 years, arrived back from his first training session in the 100,000 capacity Bukit Jalil stadium starry-eyed. "I've never seen anything like it," he said. Which, as I recall, was the sentiment expressed by my colleague.
But the set-piece magnificence of facilities financed in more carefree times is undermined by an infrastructure that is clearly faulted.
Taxi drivers attempting to navigate their way around the main complex, housing the athletics, swimming and hockey venues, are bemused by an unfinished road system full of battling diversions and inadequately sign-posted re- rooting.
Until the other day, I had no idea what it must be like to be driven backwards down a motorway towards the glare of oncoming headlights. Now I do. So thank you for that, Kuala Lumpur.
The rail system, too, is a thing of shreds and patches, its ambitious sweeps across the city punctuated by gaps where the money has run out.
Inside the Sunway Lagune ten-pin bowling venue Las Vegas meets Lakeside. A sign announced: "Pedestrian linkway to mono-rail station - Opening soon." Not soon enough, alas, for the 16th Commonwealth Games.
At least the information about that lack of provision was on display. Generally speaking, these games have demonstrated a conspicuous aversion to signs, as the tides of bemused figures at the KL airport arrivals bore witness. I subsequently learned the reason for this mystifying absence of guidance - information for visitors to the games was apparently provided in the departures area.
But perhaps this problem with signs is a national characteristic, given the number of times hotel staff have burst into my room late at night and early in the morning, chanting the words "mini-bar! mini-bar!" with religious fervour. Ignored on my doorknob, the request "Please Do Not Disturb". Four little words, but they mean so much.
All this - well, probably not the business with the mini-bar but the general scene - is being scrutinised by a deputation from the organisers of the next games, which will be held four years hence in Manchester.
Judging by this week, we are going to be seeing an awful lot of the Prime Minister when the Commonwealth gathers for its next sporting engagement. Malaysia's beleaguered Premier, Datuk Seri Dr Mahathir Mohamad, has made enough political capital out of these games to make Jacques Chirac's performance at this summer's World Cup appear self-effacing.
The Manchester people, buoyed by the Government's recent pledge of pounds 90m towards the capital costs, appear optimistic about their chances of maintaining the traditions of an occasion which have come to be known as the Friendly Games.
Kuala Lumpur, it must be said, has clearly succeeded in that respect, even though recent scenes at the squash courts - where Canada's Jonathan Power came on like John McEnroe during his final with Scotland's Peter Nicol - and the hockey field - where Canada (Do we begin to see a pattern emerging here?) came on like ice hockey players after Malaysia's disputed winner - have demonstrated unfriendliness in its purest form.
Throughout the week, as president of the Commonwealth Games Federation, it has fallen to Prince Edward to be the herald of friendliness, proffering his hand at a succession of sporting venues and seeking to keep those two B's - boredom and bemusement - from registering on his face.
At times, it cannot have been easy. The Malay Mail carried a picture of him in action on Tuesday: "Prince Edward takes time off to meet and chat with Australian lawn bowlers (left to right) Nicky Dunn, Tracey Stephens, Martin Stephens and David Poletti." Martin Stephens has a camcorder in front of his face, pointing straight at the discomfited Royal visitor.
Edward's trip to see the ten-pin bowling competition, which took place just along the way from the Sesame Street children's entertainment area and the Kenny Rodgers' Roasters restaurant, was hardly more settling.
Afterwards, as he made his way through a gauntlet of blazered officials, he halted briefly in the entrance lobby beside a bank of aquariums containing giant koi carp and expressed a guardedly appreciative opinion of what he had just witnessed before moving on, his face set.
Behind him, the koi fish circled in their brightly-lit tanks, round and round and round.
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