There are volcanos in the Himalayas. The active (last erupted in 1951) volcanic Kunlun Mountains in the Himalayas are the tallest (greatest altitude) volcanos in the northern hemisphere. In terms of prominence, they're not so big. They're just pyroclastic cones. Their great altitude is a consequence of the great altitude of the Himalayas rather than volcanic output.
A better question is "why are there so few volcanos in the Himalayas?"
That's also another mistaken concept. The Indian plate is subducting under the Asian plate. See for example Nábělek et al., Underplating in the Himalaya-Tibet Collision Zone Revealed by the Hi-CLIMB Experiment
, Science 325:5946 (2009) DOI: 10.1126/science.1167719
That said, there is a big difference between continental collision zones and oceanic subduction zones. One key difference is that the density of the subducting material. This makes continental collision stop much sooner than subduction proper. Another key difference is that a subducting oceanic plate is heavily saturated with water. This water load is a key cause of the volcanism behind the subduction zone. Colliding continents aren't so heavily saturated, hence significantly reduced volcanism.