As an Indian citizen myself, I've also never had this issue but I actually saw a Bangladeshi with this very issue this morning at BOM - he had arrived from somewhere in the Gulf on one of the LCCs and was connecting to Dhaka on Jet Airways. They sorted him out at the transfer desk (it took about 30 minutes of phonecalls and running around but it got done). Amused me to watch while I waited for my EK flight to board.