Japanese like to combine their national foods which is quite unfamiliar in Europe. For example you do not see schnitzel goulash anywhere in Europe, but Japan is different.
Curry udon is a combination of curry with rice and udon noodles. However, it is not just ordinary curry on the udon noodles. Curry is mixed with broth for udon, which makes the soup much smoother, therefore the curry itself is different which you taste with curry with rice.
Curry did not come directly from India but brought by Britons to Japan in late 19th century. British style curry was adapted to Japanese way, to fit with Japanese rice. Since then, Japanese curry with rice became a national food for Japanese.
It is interesting that Europeans are more conservative and strictly follow their traditions. There is no curry spaghetti in Italy nor curry paella in Spain. There is no mixture of Orient and Western in Europe, invented by European. Europeans are the ones who explored the seven seas but hardly introduced non-European foods to their livings. On the other hand, many typical Japanese dished were created in late 19th century or even after the second World war.