No, the C# library stores the directory in a dictionary to make it easy to retrieve individual entries by index, and it is not possible to have duplicate keys in a dictionary. The raw data is still available from the download data, so you could try parsing it manually (refer to the ANT-FS Technology Specification for details on the format of the directory), and remove the offending duplicate entry before creating the ANTFS_Directory instance. Having two entries with the same index is not valid anyway because it introduces ambiguity - if the host requests a download for that index, which file is it going to get?
Is the client that you are downloading from a commercial ANT+ product? Does the PC host show entries with duplicate indexes when displaying the directory from this device?