After you file

Fair enough - here is  a screenshot of TT 2018 PDF in Preview:

 

I am thinking that you *printed* the file to Preview (printing to a printer or Preview does NOT have an index - it is meant for paper printing and filing) and not "Save As PDF" that does have an index.

 

Screen Shot 2020-04-13 at 8.26.04 PM.jpg

**Disclaimer: This post is for discussion purposes only and is NOT tax advice. The author takes no responsibility for the accuracy of any information in this post.**