It's because Noto Sans Gurmikhi is a properly encoded Unicode font, and AnmolLipi is a custom encoding font. If you do CJK work, you might already be familiar with e.g. converting Big5 or GB2312 to Unicode; the principle is the same here.
If you're not... Well, back in the bad old days (the 1980s), we didn't have an encoding system that worked for all the writing systems. Many languages didn't have fonts at all! So if you needed to compute in Lao or Gurmukhi or Sinhala or whatever, what you'd do is you'd open up a Latin-script font in Fontographer and erase the Latin letters, and put in the glyphs for your writing system. Then, when you whacked A on your keyboard, you'd get a ਅ.
That was the way it worked in Ye Olden Days. Then the Unicode consortium cooked up a single encoding scheme for basically all written languages, and most of the people on the planet stopped using their old homebrew encoding schemes and we all started using fonts based off of Unicode. There are still some holdouts, though; some writing systems developed a large and healthy ecosystem of custom-encoded fonts, and people were loath to give up their vast collections beautiful ShreeLipi fonts to move to a new system with only a few freely available fonts. (And lots of other valid reasons, like poor support for complex scripts in Unicode in graphic design apps, or challenges adapting to new typing systems when people had been touch-typing in Burmese for twenty years, or political wrangling between diasporic communities, and so on.)
There are lots of ways to convert encoding systems, like this result from my hasty Google search "convet AnmolLipi to Unicode" but they do not all work perfectly. Unless you're ready to do a glyph-by-glyph proof of the converted text, I'd suggest that you either kick it back to your translation supplier with a request that the translation be converted to Unicode, or get ready to format in InDesign in non-Unicode fonts. You might need to turn the World-Ready Composer on to work in a Unicode font, or you might need to keep it off to work in a Lipi font. You might not be able to use optical kerning if you're using a Lipi font. And so on; there are plenty of potential issues to track, whichever route you take. I'm perfectly happy to offer some advice, if you would like, as I've been in both situations many times over the years.