Edo, you should be clear on something:
The USCG does not offer "registration". Each of the States "registers" motor vehicles, usually including boats.
USCG "documentation" is very different. It will also require a US home port for the boat and IIRC a US mailing address for you, usually one and the same place.
"How difficult can this be?" Well, their web site explains just about all. They'll also give you fast explanations by phone or email. The thing is, vessel documentation is an unflexible process--it is your job to supply exactly what they ask, as they ask for it. In your case the hardest part may be establishing the title, in a clear line going back to the builder. If you don't have the builder's certificate, and there is no clear chain of title, it may be impossible. (I have no idea how or if Malaysia titles boats.) If that's a problem area and a documentation service claims they are familiar with it--that alone could be worth their fee. (Or not.)