Thank you for contacting Rank Math and sorry for any inconvenience that might have been caused due to that.
Sitemap_index.xml is quite a common naming convention. I do not believe that the name used for the sitemap file will have an effect on your SEO but you can create a redirection rule via the RM redirections module to redirect to sitemap.xml if you would prefer to have it this way.
About the issue you got, that happens when a cache plugin is caching your sitemaps. Are you using a cache plugin? If yes, which one?
Usually, you will need to add these exceptions to your caching exceptions: