What you have posted is not an Index, but a Table of Contents.

With the field shading option turned off, it is apparent that your second-level entries (which use the TOC3 Style) have background shading applied. You can fix that by selecting the whole of one such line, using the shading bucket icon on the Ribbon's Home tab (paragraph panel) to change the shading to nothing. Then right-click on the paragraph marker (¶) at the end of the line, choose Styles > Update TOC3 to match selection.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]