"Neha wants to study."
Translation:नेहा पढ़ना चाहती है।
चाहना is a transitive verb which means it can take direct objects.
Eg: राज बहुत सारा पैसा चाहता है - 'Raj wants a lot of money'. Here, बहुत सारा पैसा is the direct object of चाहना which is why it is not in the oblique case.
Similarly, you can think of the verb infinitive पढ़ना as being a direct object of चाहना in the parent sentence which is why the oblique case form of the infinitive पढ़ने is not used.