That's definitely understandable then. The weather's not for everyone. Unfortunately for a lot of people they think Thailand is paradise without realizing that it can get really hot pretty much all year round.
I think you might be living on a budget which is different from my experience here. When you're not worried about spending more money it's not that big of a deal.
what's this whole race to the bottom trying to get the cheapest. I think the quality of life in Thailand specifically Bangkok is much higher than any city in Malaysia.
I would pay the extra 2,000 baht so he can have a bank employee open up an account for you without your social. Once the US has access to information they can garnish your money at any time. If you pay extra so they don't know that you have an account there, it'll take a lot of stress off you.