The objective is to help the Japanese not to invade Australia on the first turn. They have plenty of units to do naval invasion everywhere on the map...
I view the DEI campaign more along the lines of it needs to be taken before armies are available to take India.
Australia is a different problem. I haven't looked closely at it since I think other things like having US transports on turn 1 will affect it.
DEI on the other hand controls access to the Indian ocean and oil. And, so far it looks like it needs at least two of Japans armies to take it. Japan won't be doing to much to India without those armies freed.
I have zero problem to take Kuala Lumpur on turn 1. You must play with ZOC.
I usually attack the two Indian units which uses up all the activation points so the Japanese can't get to Kuala. I haven't tested ignoring them so the Japanese army can move directly to the port. It seems this would leave the Indian divisions in your rear cutting off the Japanese army's supplies. But it would speed up the blockading of Singapore.