Try to clear overrides in the index story, and check again.
Thank you for taking the time to answer. There are no overrides in the index story. I'm not even sure how there could be overrides in it, since it is automatically generated and I don't touch it otherwise. Do you have another suggestion?
I think that applies to page numbers only. Check this workaround: https://forums.adobe.com/thread/1158437?q=index%20italics
Edit: the credit for this workaround goes to Peter Kahrel (a great colaborator to his forum) who has very useful scripts here: Free InDesign scripts | Peter Kahrel
You can only change the character style of the page number.
If you want to change the topic you can add # or * at the end of the topic and after generating the index change every line to desired character style.
using grep find/replace
change to: $1 with italic character style.
Thanks, Ellis. The wording of that option is ambiguous, but it does sound like it applies to the entry and not to the page number. In any case, nothing happens; neither the page number nor the entry are italicized.
I really, really dislike having to do something manual for every index entry that needs italics, but thank you for Peter's workaround, and thank you, Olfar, for your workaround.
Much as I love InDesign, this is one area where FrameMaker's indexing capabilities shine: you can assign any kind of formatting you want when you create the index entry, or at least you used to be able to the last time I used it.
Thanks, Olfar. This minimal manual adjustment worked perfectly. It also works for italicizing just part of an entry.
From the fact that the index entries are basically created and the Index basically generated (using the InDesign generation tool), apply in it all the char styles (italic, bold, bold italic, superscript, Symbol font, blue color, …), … everything you want … and just launch the script (or play a keyboard shortcut to launch it).
What will happen? the script "regenerates" the index, but:
All the char styles are still in place!
If you wanted sub-entries (but not prepared), they are done now!
If you want pages groups or marked (e.g. bold or red colorized) pages, they are done now!
If you had deleted some entries in the index text, they no longer appear!
If the layout has changed (and numbering too), no other problem!
What is it?
A personal view! Think index different!