1 & 2) HTML::Index doesn't 'install' anything, but it does require Lingua::Stem, BerkeleyDB, HTML::TreeBuilder, Carp::Assert and Compress::Zlib - which 'cpan' helpfully does try to install.
3) HTML::Index doesn't appear to pass its own build tests on either 5.8.x or 5.6.x, apparently because the number of build tests it declares is different than the number it actually runs for some unknown reason. I don't think the OP is unreasonable in thinking that that is a significant problem with the distribution.