Adding indexes would be unsupported, there are impacts that go beyond just upgrades to consider such as causing Clarity transactions to fail and resulting in corrupted (incomplete) data. If those failures occur whilst making a change to an object that uses the same table in Studio for example, it can cause a complete outage that might be unrecoverable.
If there is evidence that the performance of a table/query must be enhanced by the addition of an index, this should be pursued through a Support issue where (if true) it could ultimately be logged as a defect and fixed in a future version (with or without the proposed index, as fixes may take other paths to a solution).
Officially, those are the responses we can give.
Considering alternatives to performance improvements like defragmentation, ensuring stats are uptodate, those various things your DBA should be (and quite possibly is) already performing, would be the kinds of actions that would be acceptable. Adding or changing indexes though would be treated the same as trying to change our application's code.