Only operations that lock a data set at the member level for update purposes (update in place) maintain indexes on SAS data sets.

The current procedures that update data sets in place are: PROC APPEND, PROC FSVIEW, PROC FSEDIT, and PROC SQL. In addition, PROC COPY maintains indexes when copying data sets from disk to disk but PROC COPY does NOT maintain indexes when a data set is copied to tape.

The MODIFY statement allows update in place to be performed within the DATA step.

This note applies to data sets created with the Base and SPDE® (Scalable Performance Data Engine) engines.

This behavior has existed since SAS Version 6 and the V6 SAS note 3637 documents this.