The level file format has 32 slots for objects, numbered 0 to 31 (that's what the "index" is referring to). Basically, the game only processes slots 0 thru 15 for collisions with lemmings, so objects placed in slots 16 or higher are "fake" and will not affect lemmings (entrance trapdoors are the exception, since they do not operate on lemmings, they just put out new ones). This includes exits as well as traps, one-way walls, water/lava, etc.
This behavior holds for all versions of DOS Lemmings (original, Oh No and Holiday). I don't know for sure if they hold for other platforms (eg. Amiga) but it's possible, or at least they probably have something similar if not exactly 0 thru 15. I think Blitz 3 is the only level though that actually make use of this feature.