On its part, Nepal insisted on handing down punishment to the guilty.
Gurgaon Police Commissioner Navdeep Singh Virk said investigation into the case was continuing although the diplomat Majed Hassan Ashoor, First Secretary in the Saudi Embassy here, had left India last night.
"The investigation continues the details of which cannot be shared at this stage," Virk, who is heading the probe, told PTI.
Demanding justice to the victims, Nepal's envoy Deep Upadhaya indicated that his country will pursue the case as he said the criminals must be punished.
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On September 7, Gurgaon Police had conducted a raid at the diplomat's residence after receiving a complaint that two Nepalese women were kept there in confinement and raped by the diplomat and his "guests" repeatedly.
"We have learnt that First Secretary Majed Hassan Ashoor, who was allegedly accused of raping two Nepalese women, has left India," External Affairs Ministry spokesperson Vikas Swarup said on Wednesday night.