From reading David Anthony's book and others... The evidence seems to be that early proto-Indo-Iranian speakers traded and blended with the Bactria–Margiana Archaeological Complex (BMAC) in central Asia on their way to the subcontinent and the Persian Gulf. BMAC was a settled agrarian society with extensive trade networks and an unknown spoken language that probably lent a whole pile of words and concepts into the Indo-Aryan culture (multiple times in different eras, too, apparently).

A somewhat similar process likely happened in the settling of Europe the Yamnaya culture passed through, integrated with, displaced, or dominated the Cucuteni–Trypillia culture and other settled agriculture societies in the Danube & Balkans regions.