There are a set of relational queries (parent/child and nested) which rely on the documents being queried to coexist in the same index. These queries attempt to add a bit of relational functionality into an otherwise flat search engine, but come with various caveats such as requiring them to be in one index.
So for example, the parent of a child document cannot live in a different index. Both parent and child must be in the same index.
I'd generally try to avoid the relation queries anyway, since they are relatively limited in functionality. If you need heavy relational support, a true RDBM is better 