We’ve been proxying https://plugins.gradle.org/m2 using Nexus for a while without any issues. I can’t speak to whether or not there is an intentional reason the index does not exist or whether the Plugin Portal maintainers are willing to add an index.
However, as a user, the lack of the index does not prevent you from proxying via Nexus. It only prevents you from turning on the feature that instructs Nexus to block the repository automatically due to this missing index. Turn this feature off for this one repository, and everything works with Nexus as expected.