According to Wikipedia, it has never been conquered by any foreign power, despite being somewhat of a nexus between India and China. Can anyone share some more of this country's history?
Points for the Lichtenstein throwback. The short answer is "because Jigme Namgyal." And the long answer is The History of Bhutan by Karma Phuntsho. Here's my medium version. There's also some more information on the earlier part of that story on the r/AskHistorians Podcast episode 065.