If you manually assign certain Character Style to an index entry (for instance Bold) and the same index expression appears on the particular page more than once, Bold is often ignored when generating the index. It is properly generated only when the expression is the first one in the list.
If you assign style (Bold) to second or third appearance of the expression on a page and generate index, the character style is ignored.

This feature is important. Certain index entries may be highlighted because the show page number of illustration, table, headline etc. So it is important to keep the highlighting. In case there is a collision (two different character styles), InDesign should (optionally) display the same page number in italic and bold:

Netherlands 12, 18, 18, 20

Because italic can mean illustration and bold definition.