My son born in Malaysia do we need DP to exit as Asian?

DP should not be compulsory but need to stamp special pass for your child.
I stamped DP of my newborn. My company say you need to stamp Special Pass first before DP to validate stay in Malaysia.
If you are travelling to your country , you dont need DP.

The first thing the immigration officer in his/her little glass booth looks for, when you leave Malaysia, is evidence in your passport of a legal reason for you to be in the country in the first place.

This applies to your son, as equally as it does to you. And perhaps more so, in fact.

Within 6 months of his birth, you are expected to have registered his birth, obtained a passport and then requested that your company applies for a Dependents Pass. If the DP application is not made within 6 months, then the EP holder and your son need to go to the Immigration Department in Putrajaya and apply for a Special Pass.

Either Dependents Pass *or* Special Pass will be enough to satisfy the the immigration officer's desire to see a legal reason for presence in the country and you will be allowed past the glass booth.

Being "Asian" isn't enough I'm afraid.

Hmm..im not sure the posters question was answered. Do you have a passport already for the child? This wasnt clear in your question.

Otherwise, together with what others said, doesnt everyone have to apply for a pass to leave Malaysia? Also, if leaving, or allowed to leave, there is also the matter of applying for a pass to come back. Is Indonesia on the 23-country ban list?