One could argue that this is not an issue with pip, the software, but of the index used. I mean, if you control both index and extra-index there is no problem (and one solution to this is to use your own mirror with a set resolution order). This could very well be addressed in PyPI, for example NuGet allows to reserve package prefixes.

We also do not create a CVE for curl because you can use it to download the wrong bash script. If this was an alert for suspicious usages of pip instead of pip itself, I’d be less critical of it.

One could argue that, certainly, but I think it's a little disingenuous. Pip makes it impossible to use extra-index-url safely, in the ~only use-case that option has. There is no world where you use extra-index-url and you're not vulnerable in some way or another to dependency confusion.