Resolution: Won't Fix
In the class Doctrine_Export the functions for creating and dropping indexes do not use the same logic to get the name of the index to be created or dropped.
When creating an index $this->conn->quoteIdentifier() is called on the index name.
When dropping an index $this->conn->quoteIdentifier($this->conn->formatter->getIndexName()) is called on the name, which by default adds '_idx' to the index name. Hence, when an index should be dropped in a migration an index with that name is not found because it was created without the '_idx'.
We use the migrations with a Postgres 8.4 database.