I haven't tracked down the reason for this, but certain index entries seem to be getting skipped in the Glossary.  If you view source on the Glossary page and search for "index-":

http://docs.python.org/dev/glossary.html

You will find that it skips from 'index-2' to 'index-5'.  Only :pep: index entries are getting included even though the Glossary's rst file contains explicit index directives (where 'index-3' and 'index-4' would otherwise be).

I tried some experiments, and this seems to occur even if the index directive text does not match the name of the Glossary term.