A family of Microsoft word processing software products for creating web, email, and print documents.
Your description suggests that the XE (index entry) fields have Bold formatting applied to them. Remove that formatting and update the index.
If you inserted the XE fields via the Index Entry dialog box (Alt+Shift+X), note that any direct formatting in the selection will be added to the field code and then reflected in the index itself.
As a precaution, remove direct formatting from your heading paragraphs. Incorporate any font properties that you want to add into the styles instead.