Why is the electronegativity of indium greater than that of thallium?
Going down any group of the Periodic Table the general trend is that electronegativity decreases. The relative electronegativities of In and Tl are simply a reflection of this fact. That's the end of the story; you don't need to bring in anything more complicated.

You are correct that the 4f electrons are poorly shielding, and thus the 6p elements (Tl, Pb, Bi, Po, At, Rn) would likely be more electronegative than otherwise expected. But there's no reason why this should make them so electronegative so as to reverse the general trend. None of these elements are more electronegative than their 5p counterparts.