the dataframe of "sql(query).fetch_df()" lost index

### What happens?

I load one dateframe (parquet file) with multi-index from s3 by the code:

```
sql = "SELECT * FROM read_parquet('s3://the-path-of-parquet');"
df = con.sql(sql).fetchdf() # <- the dataframe lost the index
```

### To Reproduce

```
sql = "SELECT * FROM read_parquet('s3://the-path-of-parquet');"
df = con.sql(sql).fetchdf() # <- the dataframe lost the index
```

### OS:

OSX

### DuckDB Package Version:

1.3.2

### Python Version:

3.11.0

### Full Name:

Jack Tang

### Affiliation:

Acme

### What is the latest build you tested with? If possible, we recommend testing with the latest nightly build.

I have not tested with any build

### Did you include all relevant data sets for reproducing the issue?

No - Other reason (please specify in the issue body)

### Did you include all code required to reproduce the issue?

- [x] Yes, I have

### Did you include all relevant configuration to reproduce the issue?

- [x] Yes, I have