Yeah KL does rain during that time of year but I've never experienced a full day of rain. It's usually during the afternoon. So much so you can usually pin it down to within an hour during March (3pm-ish this year). It belts it down for a good couple of hours then stays wet/damp until the following morning's sunshine.
Sarawak is somewhat similar but prone to heavier more sporadic storms. And when it rains there it tends to stay for the day whatever the time.
Nonetheless don't let it bother you, it's still hot, just take a brolly! To be fair the whole country, especially Borneo is pretty random with weather. It's jungle country and prone to monster storms all the time with it's climate.
I've spent time in Pulau Tioman during March however and not seen a drop so...?
Sea kayaking in the Perhentian Islands is fantastic. It will meet your desires of few people, good food and nature (sea life mainly). We saw all manner of turtles and sharks. Really really good. Aim for the big island or nearby marine park islands. Lot quieter.
Failing that - Borneo is a whole trip in itself. For a nature buff there is all manner of national parks all over Sarawak and Sabah. For the Orangutans try Semenggoh National Park near Kuching - it's RM3 entry and a lot better than the bigger Sepilok. For an even better view of them in the wild try trekking into the Kinabatangan region or Danum Valley from either Kota Kinabalu or Sandakan regions in Sabah. Not just the orangutans, but monkeys, snakes, pygmy elephants (they've hidden when I was there however so get me a picture!). You may have to book from one of these trips in advance for say a 3-day trek. Worth every cent though. Take an industrial supply of deet and leech socks if you don't like leeches. Being in this region you've got the perfect jumping off point for loads of stuff like climbing Mt Kinabalu, world-class diving amongst others.
I'll also second Melaka - it's quiet during March but a really nice place