That is not normal behavior. The index files should not be completely missing.
Something is not right with your environment. Possibly some other process removing the index files? Like antivirus etc.
Please raise the issue with your VAR and open a SR.
Thanks, Joy. I will let them know. It has happened a hand full of times to us in the past. We have two synced servers and the index file ends up missing on both for that folder. I was able to recreate the index.xml file for that folder and we are all set for the moment. I wasn't having any luck at first, that is why I posted. But once I put a new index file on both servers, the universe realigned itself and all is well...until the next time.