feat: Display custom single index column in anywidget mode

bigframes/display/anywidget.py

@@ -245,7 +245,7 @@ def _cached_data(self) -> pd.DataFrame:
         """Combine all cached batches into a single DataFrame."""
         if not self._cached_batches:
             return pd.DataFrame(columns=self._dataframe.columns)
-        return pd.concat(self._cached_batches, ignore_index=True)
+        return pd.concat(self._cached_batches)
 
     def _reset_batch_cache(self) -> None:
         """Resets batch caching attributes."""
@@ -294,8 +294,18 @@ def _set_table_html(self) -> None:
                 break
 
         # Get the data for the current page
-        page_data = cached_data.iloc[start:end]
-
+        page_data = cached_data.iloc[start:end].copy()
+
+        # Handle index display
+        # TODO(b/438181139): Add tests for custom multiindex
+        if self._dataframe._block.has_index:
+            index_name = page_data.index.name
+            page_data.insert(
+                0, index_name if index_name is not None else "", page_data.index
+            )
+        else:
+            # Default index - include as "Row" column
+            page_data.insert(0, "Row", range(start + 1, start + len(page_data) + 1))
         # Handle case where user navigated beyond available data with unknown row count
         is_unknown_count = self.row_count is None
         is_beyond_data = self._all_data_loaded and len(page_data) == 0 and self.page > 0