My only MR has been to SIN, as many others have done. I did my first in February of this year, and I'm doing my next in about a month. I did not clear customs/immigration, I got a room at the transit hotel, although I only spent about 2 hours in the room. It was daytime for me, so I spent some time screwing around on the internet from my laptop, plugged in to one of the free internet ports.
Two people gave me raised eyebrows and one gave me actual trouble. The first person was the check-in agent in SEA, she was surprised and commended me on my flying stamina. The second was the check-in agent in SIN. It seems like most people checking in at 5:00 or whatever time the transit desk opens are people who missed their connection. He was not ready for someone who actually meant to do that. Also, he seemed most concerned that I had no baggage, and had to fill out some kind of baggage fee waiver. He also was worried that I didn't speak English well and that my bags were going to get stuck in SIN purgatory because he was marking me as having zero bags.
The only person who gave me a real hassle was customs in SEA when I returned. I didn't have bags, so I was the first one out, and that was enough to make me picked for further scrutiny. The agent who looked at my documents was fairly incredulous, but was polite. He did a full search of my bag (boring), but as always in SEA, my badge and business card from a well-respected employer in the area whose employees are known for doing weird thing was my get-out-of-customs-free card.