The map is of undersea cables, not all cables. Europe and Asia are connected by land.
Since about 2010, there is some capacity via China Telecom, China Unicom and Rostelecom, but I think it is still small compared with the Atlantic and Pacific cables.
Terrestrial routes south of the Himalayas involve too many countries to transit. Putting the cable offshore is a good technical solution to an intractable political problem.