Bob:

The section break is part of the index field. It's how the Index preserves
its formatting (number of columns, etc.). I don't think you can delete it.

For another perspective, switch to Normal view, right-click the index then
click Toggle Field Codes. Now you're just looking at the index field code,
and the "extra" section breaks should have disappeared along with the result
text of the index.

Bear

Bob:

I had an afterthought: you could remove this part of the index field code:  
\c "2"

That's what says the index should be in two columns. That might remove the
section breaks, but then you'd have a single-column index. You could add the
columns back somewhere outside the index field, but then you'd have a section
break again.

Bear