It would be very helpful if relations can be included into indexes.
E.g. you have a article group with articles and you want to sort the articles by name inside a article group. An index on Article for the attribute Name will not help you without the article group.
It is very often the case, if you want to optimize your queries, that relationships are involved. Other examples are: orders with orderlines sorted by a code, number or date, customers with contacts or linked documents.