Malaysia is a heavily Muslim country and that plays into its politics. Smite doesn’t have any entities from the Abramhamic traditions, but in the case of this game the issue is Jesus who is a revered figure in Islam which is why this has triggered a response where Smite did not.
For those not keeping a super close eye on this store, there has since been an update (quoted from the article):
Update: 2:46 pm[I’m assuming EDT]: Steam is now unblocked for some, but the game remains unavailable in Malaysia. Valve says it’s “contacted the developer, removed the game [in Malaysia], and are attempting to make contact with the officials in Malaysia to remove the block.”
Yeah, not really the best way to go about it on Malaysia’s part.
Still, taking a quick look at the game, I’m definitely not offended, just a bit weirded out. Like the article says, it’s just “goofy”, not really harmful. I already try to be mindful on things like cultural appropriation, but this gives this white Christian man another small, imperfect lens to look through, imagining what it would be like to be surrounded by stuff like that all the time and not be able to say anything about it.