No you don't. You need iterators, which behave like pointers. Let's say you're hundreds or thousands of characters into a string at the start of some token. Now you want to scan from that position to the end of the token.
With indexes it works fast only if it's by codepoint. in a language that properly supports graphemes this would mean it would have to scan from the beginning to get to that index.
With iterators it can start scanning from that position directly. Same speed no matter where you are in the string. With indexes the larger your input the slower your parse gets, and not in a linear way.
It's also super easy to get a slice using a start and end iterator. As for line x character y messages, you can't get that directly from an index as it depends on how many new lines you parsed so indexing doesn't help there.