http://en.wikipedia.org/wiki/Tocharians
They were the only group of Indo-Europeans that went east from the their ur-heimat north of the black sea. All the other groups went north, west, south, or southeast. Maybe they just wanted to be different.
The Curse Of The Red-Headed Mummy
"Tocharian donors", possibly the "Knights with Long Swords" of Chinese accounts, depicted with light hair and light eye color and dressed in Sassanian style. 6th century CE fresco, Qizil, Tarim Basin. Graphical analysis reveals that the third donor from left is performing a Buddhist vitarka mudra. These frescoes are associated with annotations in Tocharian and Sanskrit made by their painters.There is evidence both from the mummies and Chinese writings that many of them had blonde or red hair and blue eyes, characteristics also found in present-day Afghanistan, Pakistan, Tajikistan and Central Asia, due to the populations' high genetic diversity. This suggests the possibility that they were part of an early migration of speakers of Indo-European languages that ended in what is now the Tarim Basin in western China. According to a controversial theory, early invasions by Turkic speakers may have pushed Tocharian speakers out of the Tarim Basin and into modern Afghanistan, India, Turkmenistan, Pakistan, Tajikistan, and Uzbekistan."