In a dedicated Synapse pool, non-clustered indexes do not "live" on the compute node.
Since they are not physical, they are not stored in the distribution storage either.
Non-clustered indexes are stored separately from the table and serve as pointers to the physical storage, which is usually unordered.
When data movement occurs, such as between nodes or between distributions in the same node, the indexes may lose their benefit
When data movement happens in Synapse Analytics, the indexes are still used to optimize query performance.
If data movement is between distributions in the same node, the indexes are still used to optimize the query performance.
If data movement is between nodes, the query performance may be impacted due to the data movement.
When data movement is always just a copy into tempDB as a heap, then the original index is not used. But, if the data is moved to a table with the same schema,
the index can be rebuilt on the new table and can be used to optimize query performance.
Hope this info helps