Southeast Asia is already an ethnic hodgepodge. While there are no conventional POD that arrive with those five being combined, it is not ASB for multiple POD to get us there.
If France somehow got Thailand and Burma and avoided WWII, you would have them partially combined. Alternatively, Britain could get French Indochina with an odd set of PoD and then add Thailand to make it contiguous.
With an odd enough set of events in a decolonization movement, it can’t be called impossible for these countries to decide they are better off sticking together.
It probably wouldn’t work with a modern nation state, but if they are governed by their monarchs (though Burma’s is already gone by 1900), perhaps they could rotate monarchs like Malaysia or come to a common figurehead who outranked all of them. Maybe a scenario where one colonial power controls all of them decides to leave a dictator in charge to fight communism, combining all five into a common market with joint defense and immigration. They otherwise just get governed by their monarch or local power structures internally.
Imagine telling a Buddhist Thai person or a Catholic Filipino that their new ruler is a Muslim Sultan from Borneo. It's like trying to unify all of Saharan Africa (or the Indian Subcontinent) into one country since Southeast Asia and Saharan Africa are basically the same sizes, even then the technological capacity for such unification would not be achieved until European industrialization and colonization in the 19th and 20th centuries, and then factor in European decolonization...
By the time the Muslims arrived to Southeast Asia in the 14th and 15th centuries, there were already significant Buddhist/Confucian civilizations in Bagan, Angkor, Dai Viet, and Ayutthaya, all of whom whose understandings of their world and the way their society is constructed are based off the major religions they follow. Typically, when a polytheistic king converts to a major religion, he or she only does it once in the course of a civilization's existence. This was achieved in Indonesia due to Hinduism's polytheism but when that religion is the structure that holds up a civilization, it becomes essentially impossible to eradicate or convert a kingdom who already adheres a major religion, short of colonization/conquest and complete societal reconstruction.
Comparing it with Saharan Africa again, most of North Africa is Muslim, yet they have never unified historically, divided by their languages, customs, cuisine, etc... Or look at Christian Europe historically...