Way in back when during colonization, how did they set up armies in that land when ...?

FOR e.g. only: The Brits in Malaysia (Major G. Mcl. S. Bruce of the Lincs Regiment sarted a Malaysian 'Company' on 1st March 1933), how did they get around the vocal pledges to God when Malaysia (Malaya back then) was a Muslim country? Did the Major have to convert? Did he have to swear allegiance to the King of Malaysia in order to continue the army? Or still pledge allegiance to protect & serve the King of England?