Surely if it was in such a well-connected city as KL, and in such a popular place as the KLCC, we would have heard more about it? Malaysia is very popular for Amazing-Race style scavenger hunts. I saw one in action last week in Melaka, and saw a poster advertising another one in KL.. It was probably just one of these?
I will be so upset if it Kuala Lumpur turns out to be true. I've been travelling round south-east asia and hoping to see the race, and was in KL for the whole of the last week!