Even if Malaysian immigration matches BPs, and they exit with genuine Iranian passports, they could be in possession of another legitimate checked-in BP (e.g. a flight to BKK) to exit Malaysia. Then they can board their EU-bound flights or connections.

In China they take your photo at security check or exit immigration check. This photo would pop up when your BP is scanned at the gate. Whether GAs look at the photo is one thing, but if you have no record of passing through immigration, it would surely bring attention. (You can check in twice at two airlines, but at most airports you can't go through immigration twice!)