I have noticed Indians using that phrase quite a lot: "I have a doubt." I think it may just be a quirk of Indian English and should probably not be considered incorrect, the same way British English quirks are not incorrect.
Regional dialects and quaint idioms are absolutely English though. How else to add tone and shading to our communication? It's the sand the forces the oyster to make pearls.
Everyone was learning American or British English. No one was trying to learn Indian English ;)