If it's basically OK, and you don't notice a problem riding I'd leave it alone. The indexing happens because we spend 99% of the time riding in very close to a straight line, and the bearing surfaces are getting pounded and vibrated in the same position all the time. The combined action creates detents (recesses) that the balls find, and will get worse over time.

I suspect that the only reason the headset feels worse without the wheel is inertia. The higher rotational inertia of the fork with the wheel mounted masks all the small defects you feel without the wheel in. A similar thing happens with wheels, If you hold the axle and move the rim the bearings feel fine ' hold the rim and turn the axle and the same bearing feels like crap.

Now if the fork has a marked difference in binding when spun 360° that indicates misalignment. It could be that the cups aren't mounted perfectly square or that the steerer is slightly bent. A slightly bent steerer is OK (slightly being the key) but will increase headset wear because only a small part of the races are taking the full load. That may account for why your headset is aging faster than average.