Interesting stuff in Danny's latest shorts, and something I've thought and theorized about a bit.
About the names, it's not a clear cut division... although I agree that the number of East Asians with American names seems to be more than Indians. Nevertheless, I can think of many "East Asian Americans" without English names, or at least they don't use them: Chi-___, Sohi... the list goes on, and of course, Jieun. =) And there are many Indians who have adopted Western names, or even family names (a byproduct of the colonial era there), eg, George Fernandes, defense minister of India.
There are two reasons I can think of: I'm guessing that it might have to do with Indians coming over more recent than other Asians (which would also answer the question of why Indian-Americans haven't entered politics as much, etc). Isn't Indian immigration to the US a fairly recent thing, commensurate with the technological boom? Whereas, Chinese and Japanese started coming to the US as early back as the 19th century, to work on railroads, etc. So, I'm sure that once Indians have had more time, there will be a greater assimilation into the US and embracing of Western culture.
Of course, even recent East Asian immigrants give their American born kids Western names, and I think there's a second reason: it would be that Westerners just can't pronounce most East Asian names, due to non-intuitive Romanization schemes for the most part.
For instance, take my last name, Wang. Pretty much everyone pronounces it like the name "Wayne", which is totally off. The proper pronounciation would be "W-ah-ng". Could you imagine someone mangling your first name as well? If you had a name like "Xiaorong", I'll bet pretty much every non-Chinese speaker will mispronounce it on the first attempt... talk about a pain.
There are unpronouncable Indian names too like "Jyotiwardhan", and in those cases, most will take on a more "Western-sounding" name. But, at least from talking to Indians I know, most Indian first names are actually not too difficult for Westerners to grasp: Samir, Nitin, Chirag, etc. -- the way you'd say it in English intuitively is pretty much the way you'd say it in Hindi or whatever their native language happens to be.
And no, I think that most Indians would probably not lump themselves with Chinese/Japanese/Koreans, etc. (Curry, BTW, originated from India... sure it's spread throughout Asia, but it's not indigenous to other cultures.) Indeed, thinking of Asians as one united identity is sort of a artificial and somewhat awkward notion, in my view -- much more so than say, thinking of a pan-European identity.
It makes sense if you consider history: Europe has had the Roman Empire, Pax Romana, and later, the Catholic church ruling over most of the continent at points in time. The closest thing to Asia was Genghis Khan's empire, but even that did not cover South/Southeast/West Asia.
Consider that in every Asian language (at least the ones I know), there is no natively-derived word for Asia -- eg, the Chinese word is "ya zhou" （亚洲）, in Japanese its "A-shi-ya" (アシヤ）... isn't it similar for Korean as well?
Incidentally, I recommend the book "The Accidental Asian" by Eric Liu, where he basically debunks and deconstructs the "Asian-American" identity as an artificial construct, created by non-Asians. His theory is that Asians come from disparate backgrounds, not just say, South Asians vs. East Asians, but even with regions: eg, while there's a lot shared, Chinese have a vastly different cultural heritage than say, Koreans than most Westerners appreciate, and the notion of "Asian", let alone "Asian-American" is just a Western point of view.
But yeah, fascinating stuff.