So, if you make a purchase on an Indian website, you get 3dsecure, but you don't get one on an International purchase? It used to work fine for me till a while back, but the newer RBI guidelines have specifically mentioned 2 factor auth against international transactions[0]. Since its just a guideline, it is not enforced as such equally by all banks.
[0]: http://www.medianama.com/2013/03/223-rbi-credit-card-money-t...