I don’t know enough Urdu speakers to say, but in most South Asian language the 'KH" is a different sound than the one you’re talking about. It’s an aspirated “K” sound, distinct from an unaspirated K. English aspirates the K sound at the beginning of words, not elsewhere. Same with ‘Gandhi’, although again the D there is not really equivalent to an English D anyway.
I’m a native Arabic speaker, and I have a reasonable amount of exposure to Urdu on a daily basis, and I promise that Arabic, Urdu and Pashto all have in common that distinct sound of kh, which is different from how kh is pronounced east of India.
Oh, not disagreeing with you. I knew that Arabic and I guess Persian (along with Russian, Hebrew, and some dialects of Spanish) have that sound. I didn’t know if Urdu had it too.
My name has a ‘KH’ in it, which is supposed to be pronounced like an aspirated K. Russians pronounce it as a velar fricative (like the sound youre referring to), and Tamils (who don’t have that sound natively) pronounce it and sometimes misspell it as a K.