Using both TL2013 and the current standalone beta (2014-03-16) I see
a spurious comma in index entries referring to endnote locations.
The following MWE shows the problem:
\setupnote[footnote][location=none]
\starttext
Index in endnote.\footnote{\index{Why a comma?}Endnote.}
\placefootnotes
\placeindex
\stoptext
--
Rik