The answer is "Orogeny". Indian tectonic plate, while (at its) meeting the Asian plate raised the wide arc of Himalayas & its spurs that delineate Indian subcontinent from the main Asian landmass. Roughly this arc from the northern ends of Bay of Bengal & Arabian Sea, totally encloses it.
Further it catches the Monsoon rain to remain in the sub continent & not escape to Central Asia. The maximum latitude it reaches is about 36º N (though descending to 27º N in its east). Hence the usual desert zone that starts from Tropics (of Cancer & Capricorn), going Pole-wards swing north near the Indian subcontinent.
However a low-height Orogenic feature within the (Indian) subcontinent, the "Aravali' range trending SW-NE, blocks the Monsoon from reaching the NW India (sub continent) while to its E & S there is considerable rain in Monsoon season. The Arabian Sea arm of Monsoon (called SW Monsoon) finds the Aravalis prone to its direction (SW? NE) but not across it to cause rain.
This is the reason for the creation of "Thar" desert.
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