norskagent, I had the same thing happen to one of my bikes very soon after a similar headset rebuild (except that I had had the head tube refaced). Fresh grease, 25 new, loose balls (grade 25), and buttery smooth operation. After less than a few hundred miles including some rough fire trail riding, I noticed the headset had loosened (as determined by rocking the bike fore/aft while engaging the front brake). I tightened it, and after another couple hundred miles (again including some rough fire trails), I noticed the indexing. My hypothesis is that the headset sustained some abuse while loose, causing some deformation to the races. I re-seated the cups (rotating them in the process) and replaced all the loose balls with new ones. Once again it's buttery smooth, with no hint of indexing. I did a 74 mile mostly dirt ride since then and it's still smooth. I'll never know exactly what had happened, and I don't know how much life I can expect from the headset at this point. But, for now, it's good.