Post Alexander’s North Indian excursion, there were a number of Hellenic influences in that part of India. It is hard to say how much the Greeks influenced the precursor of the sari (Greek garments at the time included the peplos and chiton) but thedepiction of draperies with fluted lines in sculpture was influenced by the Greeks.
In the 19th century, Victorian Hellenism influenced painters who often placed their subjects in Greek (and Roman) settings. In a number of these paintings, women wear fluid draperies in keeping with clothing of the classical age. In turn European art movements of the time influenced Indian painters and classical Indian heroines in saris were a natural subject.
A little bit on Raja Ravi Varma and his influences here.