Probably because British people first encountered it in India and took the name from there:
"Curry was adopted and anglicised from the Tamil word kari (கறி) meaning 'sauce',[5] which is usually understood to mean vegetables and/or meat cooked with spices with or without a gravy.[6] According to this theory, kari was first encountered in the mid-17th century by members of the British East India Company trading with Tamil (Indian) merchants along the Coromandel Coast of southeast India,[7] particularly at Fort St. George"
(From wikipedia, obvs)