Site created some optional Db2 catalog indexes to improve SQL performance within
the Database Management tools for z/OS. In the example you provided, creating index xxx.CAIXP2
against SYSIBM.SYSPLAN. As these indexes are defined against the actual Db2 catalog you do not
have control over the STORTYPE.
Located the following Db2 for z/OS documentation link that should assist:
https://www.ibm.com/support/knowledgecenter/SSEPEK_12.0.0/sqlref/src/tpc/db2z_sql_createindex.html
In the above link it mentions:
User-defined indexes on catalog tables:
If you issue CREATE INDEX for an index on a catalog table, and you specify the USING clause,
Db2 ignores that clause. Instead, Db2 defines and manages the index data sets. The data sets
are defined in the same SMS environment that is used for the catalog data sets with default
space attributes.
This appears to be working as designed within Db2 for z/OS and not a function
of the Database Management tools for z/OS.