TYP: indexes
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

@jbrockmendel can you respond to https://github.com/pandas-dev/pandas/pull/37224#discussion_r510798365 Thanks!