Why would a default constraint be missing an index?

I have a query that looks at the sys.dm_db_missing_index_group_stats system view to determine what missing indexes there are for maintenance purposes. If I remove the filter from the query that limits it to only user tables, I get quite a few records for missing indexes for default constraints.

I don't really know the technical details of how a default constraint works, but I was wondering why it would need an index? Also, the query seems to want to create the index ON the default constraint itself, which seems weird and I'm not even sure you can do that.

Could this just be a weird artifact of not filtering the query to user tables, or do default constraints actually need indexes?