If I really wanted to look up the discussion of recursion or infinite loops in a book index, I would be rather annoyed if a cute joke would cause the actual reference to be absent.
In my 1990 copy of Steele's Common Lisp The Language (2nd edition), the index definitions of iteration and recursion cross reference each other, but do point at the actual definitions as well.
However, the joke that he does use in the index is that the entries for the Teenage Mutant Ninja Turtles (who are used an example of a list somewhere) also includes the dates of the renaissance artists (Michelangelo, etc) they were named after.
I'm not sure which is the more worrying: that I noticed this in the first place, found it really funny, or that I remembered it 30 years later.