15.5 upgraded from 14.6.x with remote indexing still on the older version.
Two items to check:
1. On your remote index server, ensure that you have changed path to which the .prdx files are copied to the new DLP 15.5 file path: C:\programdata\Symantec\DataLossPrevention\ServerPlatformCommon\15.5\documentprofiles\
2. On the Enforce server, under Mangage | Data Profiles | Indexed Documents ensure that your remote indexed document profiles have active schedules - these may have been removed during upgrade.