I'd imagine the money in India is probably a bit of a contributor to him not really venturing overseas, as outside of India he probably isn't anything special, and his overseas ventures probably attest to that. Why play halfway across the world from home in a foreign culture for less money? That probably applies to all locally grown Indian players, and thus it probably isn't too surprising that, of the 48 players in the national team in the last year, not a single one played outside of India. You see the same phenomenon with the wealthy Gulf countries: out of the national teams of Saudi Arabia, Qatar, UAE, Bahrain, Kuwait and Jordan, only Jordanian Musa Al-Taamari at Belgian side Leuven plays in Europe.
Unsurprisingly, given the emigration and massive diaspora of India, there are Indian origin footballers in Europe who probably would do a job in improving the national team, but the Indian rule of single citizenship scuppers the chance, and the Overseas Citizenship of India (OCI) available to those of Indian descent is not sufficient to allow them to play for India. Players like Manprit Sarkaria (LASK, Austria), Yan Dhanda (Ross County, Scotland), Dilan Markanday (Blackburn Rovers, England), Harmeet Singh (Sandefjord, Norway) etc would all be eligible to play if India shared citizenship rules with NZ, but with the current rules they'd have to risk their careers by dropping 'home' citizenship.
The Indian national team might be improving, I'm not sure, but if they are then it's a very gradual improvement. They sit one below us in the FIFA rankings at 104th, and only managed one win from eight in qualifying for Qatar (2-0 against Bangladesh), failing to reach the final round just as they have in every qualifying since re-entering in 1986. They did manage to qualify for the 2011 and 2019 Asian Cups, exiting both in the group stage. One advantage they have over NZ is they play far more frequently, and regularly boss their sub-confederation, the SAFF (alongside Bangladesh, Bhutan, Maldives, Nepal, Pakistan and Sri Lanka), though it is hardly esteemed company.
There's also other factors holding Indian football back. The stranglehold cricket has on the sub-continent is a huge factor in marginalising football, though with a population of theirs, there's still many players. That being said, football is traditionally quite regional, especially strong in regions such as West Bengal (where Krishna used to play), Kerala and Goa (which was still part of Portugal even after the original Indian independence in 1947, and had to be annexed). Though with the proliferation of the availability of football, that could, and probably is, changing. Corruption is also affecting the game, as the head of the AIFF is holding the game back with his corruption, which led to the Supreme Court removing him, however, due to FIFA's rules against third-party involvement, the AIFF have been suspended. This has meant India have been stripped of this year's U17 Women's World Cup, and all their national teams are banned indefinitely.