SQL Server routinely creates temporary "index" structures in memory or tempdb all the time, like during a hash join on large tables.

Staging tables and temporary indexes are common in scenarios where a moderate amount of reporting is performed directly out of the OLTP database rather than from a snapshot or external data mart. This can speed up the reporting process, but of course it will also result in a lot of transaction logging.

When I stage data for something like month end reporting purposes it's in summary form, and I generally retain it for archival purposes in case the reports need to be re-run later or leveraged for some other BI process. In that case the indexes are on the staging tables, so there is not so much reason to drop them afterward.