Normally, index.html is a 'default' filename, meaning that it will be loaded automatically when no other name is explicitly specified. Thus, browsing to http://www.example.com will produce the same result as browsing to http://www.example.com/index.html (assuming that there is a file named 'index.html' in the root of that domain).
Now - because this is the case, an interesting predicament arises. If your page has a link to the home page like this -
a search engine will see that link, parse the page, and note that the content on that page is identical to the content on the default page (even though index.html IS the default page), and since you have two pages with identical content, you will receive a small penalty in your ranking. To get around this, never link explicitly to that default page, just link to the folder, e.g.,
Note that I have just linked to the root folder. The browser will load the default page in that folder, and bada bing, bada boom - no penalty.
In this case, there would never be a link to any file named "index.html" in any page in your site. Thus, "index.html" is an orphan. Could that be what is happening here?