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GW still sells digital copies of the indicies. They weren't going to print the physical ones forever. They probably will phase them out but it's not happening right now. They just don't want to keep spending the money and logistics to maintain the physical copies of something that 99% of everyone who needs them already has.

 Overread wrote:

The index are not even listed on the GW stores once a codex is released for an army. GW clearly intends to run down stock of them and chances are they will go off sale at some point, but might stick around as PDFs or the like.

They aren't? Looking through the online store a few moments ago I saw the Imperium 1 & 2, & Xeno 1 & 2 Index - print, EPub, & Enhanced. I didn't see Index: Chaos, but then I also wasn't looking for it....

I just wanted to drop a line supporting the first post conclusions.