Integrated indexes usually cannot be exposed by rowsets generated by executing a command. Thus, if the consumer attempts to set DBPROP_IRowsetIndex to VARIANT_TRUE, ICommandProperties::SetProperties returns DBPROPSTATUS_NOTSUPPORTED in the DBPROP structures for this property.
The primary reason for this restriction is that commands can impose an order on a rowset, such as the ORDER BY clause in SQL, and this would conflict with the order imposed by the index.