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ENH: Make merge_asof preserve the index #60919

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@wahsmail

Description

@wahsmail
Issue body actions

Pandas version checks

  • I have checked that this issue has not already been reported.

  • I have confirmed this bug exists on the latest version of pandas.

  • I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd
import datetime as dt

print(pd.__version__)  # 2.2.3

left = pd.DataFrame({
    'left_date': pd.date_range(dt.date(2025, 1, 1), dt.date(2025, 1, 5)),
})

left = left.drop([0, 1])

right = pd.DataFrame({
    'right_date': pd.date_range(dt.date(2025, 1, 1), dt.date(2025, 1, 5)),
    'value': range(5)
})

merged = pd.merge_asof(left, right, left_on='left_date', right_on='right_date')

index_before = left.index.tolist()
index_after = merged.index.tolist()
print(index_before)  # [2, 3, 4] since first two dropped
print(index_after)  # should be [2, 3, 4] but is [0, 1, 2]

Issue Description

merge_asof is has the unexpected side effect of resetting a RangeIndex. If there are gaps in the RangeIndex in the left dataframe ahead of the call, there will be no gaps in the dataframe resulting from the call.

Expected Behavior

By default, I would expect the index to be untouched, or at least expect an ignore_index keyword argument to be able to control this behavior.

Installed Versions

INSTALLED VERSIONS

commit : 0691c5c
python : 3.11.9
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19045
machine : AMD64
processor : AMD64 Family 25 Model 97 Stepping 2, AuthenticAMD
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United States.1252

pandas : 2.2.3
numpy : 2.2.2
pytz : 2025.1
dateutil : 2.9.0.post0
pip : 25.0.1
Cython : None
sphinx : None
IPython : None
adbc-driver-postgresql: None
adbc-driver-sqlite : None
bs4 : None
blosc : None
bottleneck : None
dataframe-api-compat : None
fastparquet : None
fsspec : None
html5lib : None
hypothesis : None
gcsfs : None
jinja2 : None
lxml.etree : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
psycopg2 : None
pymysql : None
pyarrow : None
pyreadstat : None
pytest : None
python-calamine : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlsxwriter : None
zstandard : None
tzdata : 2025.1
qtpy : None
pyqt5 : None

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