Top level category
First, thanks a lot for all the maintenance work you have been doing; it's good stuff.
You are correct in observing that the Category:MainIndex will remain un-categorized, but such is the fate of the topmost category! It's the same on Wikipedia, where Category:Contents belongs to no category.
The idea here is to prevent category-linkage loops, to avoid confusing the bots. These would normally process categories recursively. If you've done any recursive programming, you can see how a closed loop could lead to infinite recursion.