RE:
http://docs.mongodb.org/manual/tutorial/build-indexes-on-replica-sets/#procedure

We should add a warning or suggestion to disable the balancer during a rolling index creation on a sharded cluster. If you apply an index build to a couple of nodes (of a couple of shards at a time) from a large cluster you can have an index build propagated incidentally by the balancer (chunk move ensures indexes at the destination). This would create an index in the foreground on a primary.

The incidental propagation of indexes by the balancer has the potential to cause an outage during a rolling index build procedure.