Good to hear that your experience was reasonably ok.
Originally Posted by QF009
Then I was advised that Malaysian citizens usually get multiple entry visas that range from 10-15 years in validity, and in order to get such a visa I have to apply at the US embassy in KL where they'd supposedly find it easier to assess my ties.
The requirement to demonstrate sufficient ties is fairly laughable, but many people have problems when applying outside their country of citizenship. Hopefully, you will find that the consuls in Malaysia are more generous. Make sure to have demonstration of your ties to Malaysia, not Australia!
Originally Posted by QF009
Should I then physically fly up to Kuala Lumpur for my next application, or stick to the US Consulate in Melbourne in the hope that they'd realise I'd followed the rules and am a genuine traveller?
I'd fly to Kuala Lumpur. The US folks in Australia are not likely to treat you any differently than they did last time. The US does
not follow the tiered approach often reported for some Asian countries (e.g., China): first, you get a single entry, then, a dual entry, and finally, an annual visa.
Originally Posted by QF009
The weird thing is there's such a difference in how visa applications are treated in both places. It took 2 weeks (10 working days) for passport/visa to be posted back to me from the Melb consulate, but at the KL embassy I'm told that the norm is that I'd know the results of my application at the end of the interview and collection of passport/visa is ready 'next business day.'
It's common to learn about the outcome of the interview right away (in fact, for many nationalities, the visa interview only takes some 30 seconds); and often the passport is mailed out within 2-3 days. The pick-up requirement in Malaysia may be due to a perceived (or actual) weakness of the postal service.