Senator Xenophon was at the weekend and told he posed a security threat before being sent out of the country.
Back in Australia, the senator told Radio Australia's Pacific Mornings his deportation is curious, "given that I was to meet a senior government minister and the election commission with some of my colleagues."
"Clearly there are some in the Malaysian Government who are very worried about the forthcoming elections," he added.
"So we weren't being interfering Australians."
"In the past, we noted that Mr Xenophon had supported the movement of Bersih," he said.
"Bersih has held a street demonstration last year, which ended up as a violent street demonstration, and has caused severe injuries to Malaysians and destruction of public property.
"Therefore, I have no objection in our government in deporting Mr Xenophon."
Mr Tan, who is also a practicing lawyer, says Senator Xenophon should have been told in advance he was not welcome.
"That I believe is a mistake. But I have no issue - and I fully agree - with his deportation, we do not welcome him in Malaysia.
"He should not have interfered with the political scenario in Malaysia. I think he has to mind his own business."
The South Australian senator had been about to join a delegation which had meetings planned with Malaysian opposition members and officials from the electoral commission ahead of this year's national election.
Instead he was detained, in a move Australia's Foreign Minister Bob Carr has described as sad and disappointing.
Ms Bishop says Australia must ensure it maintains a strong relationship with its close neighbour.
"It's clearly a very unusual circumstance for an Australian member of parliament to be denied entry to Malaysia and we do await a full explanation from the Malaysian Government," she said.
Ms Nurrul Izzah told Australia Network's Newsline that his visit was aimed at strengthening democracy in Malaysia, and he had "not broken any Malaysian laws."
"What's wrong with having an Australian senator, legislator, coming to Malaysia to observe the electoral system," the vice president of the Opposition PKR said.
Senator Xenophon, who is outspoken on human rights issues in Malaysia, told a media conference back in Australia he was relieved to be home.