To be clear - It is illegal to 'transmit' on the public bandwidths without a valid license or call-sign. Owning one with intention to listen in on conversations is not illegal at all.
You can take a look in this website : https://forum.lowyat.net/index.php?act=ST&f=11&t=3363755&st=0
But currently all the walkie-talkie are license free if you just using it privately without register any specific frequeny for your own or company and the most important thing is the walkie-talkie that you are using must under SIRIM approved. If say your devices without the SIRIM approved the government will punish you with RM100,000 per unit or send you into the jail for 2 years or both. So make sure your devices is under SIRIM approved. (Baofeng and TYT I don't think is under SIRIM approved.)