This behavior is by design. You must click the “Save Index” button in order to save the changes you make to index fields. This allows you to easily undo mistakes.
The “Save Index” button can be hit by simply pressing Enter on your keyboard while indexing. This will save your index data and advance to the next page automatically. This is the most efficient way to perform key indexing since the hands don’t have to leave the keyboard.
The “Save All” button can be used to save all the files in the batch with their current index values. This is the equivalent of clicking “Save Index” over and over until the last page is reached.