I may not be remembering fully, maybe the indexes never shrunk but the tables did in size.

Is there no way to automatically clean up indexes then?

> I may not be remembering fully, maybe the indexes never shrunk but the tables did in size.

That only happens when it is possible to give back space to the OS filesystem using relation truncation in the first place -- which isn't all that common (it's generally only seen when there are bulk range deletions that leave lots of contiguous empty space at the end of a table/heap structure). But you said that this is an append-only workload.

This behavior can be disabled by setting the vacuum_truncate table storage parameter to "off". This is useful with workloads where relation truncation is disruptive (truncation needs to acquire a very heavyweight table lock).

> Is there no way to automatically clean up indexes then?

What I meant was that indexes do not support relation truncation. It follows that the amount of space used for an index (from the point of view of the OS) cannot ever go down, barring a REINDEX or a VACUUM FULL.

This does not mean that we cannot reuse space for previously freed/deleted pages (as long as we're reusing that space for the same index). Nor does it mean that "clean up" isn't possible in any general sense.