You don't even know that there's all that universe-bridging material until you've read through the book
Well, you do
if you know TOS. And "The Questor Tapes". Each new cameo is a little revelation and you end up anticipating more and more.
why wouldn't people have wanted, say, an index in the back?
Some did. Understandably, TNG-only fans thought they'd missed something important when they realised how many TOS cameos there were. But they were mostly easter eggs, secret little winks for those in the know.