Because different indices correspond to different physical processes with different energy thresholds.

Mr. Babatunde, you can refer the following article as it favors your question and other related to this one. you can find more insight by looking in to articles on long term comparison and correlation between different indices such as this one.

please refer to Summary and Conclusion part where it is clearly mentioned that range indices have high correlation than Dst.

Quoted as: "Range" indices appear to be more affected by the high frequency content of magnetic activity than “mean” indices (such as Dst).

Article: On secular changes of correlation between geomagnetic indices

and variations in solar activity

Article On secular changes of correlation between geomagnetic indice...

Because different indices correspond to different physical processes with different energy thresholds.

Some - I hope not obsolete- literature:

1. Rostoker G., 1972, Geomagnetic indices, Rev. Geophys. Space Phys., vol. 10, pp. 935-950.

2. Mayaud P.N., 1980, Derivation, meaning and use of geomagnetic indices, Geophys. Monogr. Ser., vol. 22, AGU, Washington DC, p. 154.

3. Joselyn J.A., 1995, Geomagnetic activity forecasting: state of the art, Rev. Geophys., vol. 33, pp. 383-401.

4. Campbell W.H., 1997, Introduction to geomagnetic fields, Cambridge University Press, Cambridge.

and -maybe-

5. Saba M.M.F., W.D. Gonzalez and A.L. Clua de Gonzalez, 1997, Relationship between AE, ap and Dst during solar maximum (1979) and solar minimum (1974), Ann. Geophys., vol. 15, pp. 1265-1270.

You can take a look into the book of P. N. Mayaud

Derivation, Meaning, and Use of Geomagnetic Indices

Different indexes have different purposes and Kp & Ap are widely used

by its historical importance and by its use on the study of the specific phenomena.