Possibilities:
1) Indian supersonic missile went retard mid-flight due to some engineering feat achieved by Indian engineers.
2) India wanted to gauge Pakistani air defence operational readiness.
Discussing point one above, I don't think that a retarded cruise missile can change the course in such a fashion. Retarded missiles are usually programmed to self-destruct, rather than flying full speed towards the West.
Discussing point two, This seems to be the only plausible explanation for me at least. The way the missile changed its course in Indian territory, has to be deliberate. I think the missile flew south in India, because it was trying to evade Pakistani AWACS, or combat air patrols. When the missile found a weak spot, it made a clear turn into Pakistani territory and was either shot down, or ran out of fuel. But we must see that the crater made by the missile was very big, so the cruise missile must have still a lot of fuel left in it. So the chances that it was shot down by some point defence are high.
On the contrary, if the alleged missile is the Brahmos cruise missile, with an operational range of 290KMs, I think that the missile most probably ran out of fuel, and was not actually shot down. Note: the path of the missile shows an approximate range of 300Km.