Malay-sia= "Land of the Malays": a combination of Malay and the Latin/Greek
suffix -sia/-σία.[257]. Eg: Tunissia=Land of Tunis, Russia=Land of the Rōs,
many country has -sia suffix which mean land.
For information about other country suffix please refer here
https://en.wikipedia.org/wiki/List_of_country-name_etymologies
which has 325 references in the reference section if you are interested.