I have the DX, but this is the reason that I don't let Calibre "see" it, if not disconnected carefully and in the right order, it can kick off a full re-indexing - it did it for me 3 times before I spotted the cause. Now I use Calibre to convert books only, and then manually drag them to the Kindle, and I do collections on the Kindle only.
Re-indexing does no harm and may actually speed the Kindle. but that's assuming you're home. Mine did it once just before I was going on a trip, so I couldn't leave it plugged in. THAT was a pain.