I doubt it was on the Index–if it was, it was off by the 20th century. Pope Benedict XV wrote an encyclical praising Dante and the Divine Comedy in 1921 and encouraging the faithful to read it. Here’ an excerpt:
[quote=Pope Benedict XV, In Praeclara Summorum]Indeed, his Commedia, which deservedly earned the title of Divina, while it uses various symbolic images and records the lives of mortals on earth, has for its true aim the glorification of the justice and providence of God who rules the world through time and all eternity and punishes and rewards the actions of individuals and human society. It is thus that, according to the Divine Revelation, in this poem shines out the majesty of God One and Three, the Redemption of the human race operated by the Word of God made Man, the supreme loving-kindness and charity of Mary, Virgin and Mother, Queen of Heaven, and lastly the glory on high of Angels, Saints and men; then the terrible contrast to this, the pains of the impious in Hell; then the middle world, so to speak, between Heaven and Hell, Purgatory, the Ladder of souls destined after expiation to supreme beatitude. It is indeed marvellous how he was able to weave into all three poems these three dogmas with truly wrought design.
A general note on the Index, just because it no longer has juridical force, does not mean there is “no problem” with reading the books that were on it. We are to avoid anything that is harmful to our faith (cf. CCC 2088) and the books on the Index were judged by the Church to have significant enough potential to harm the faith of believers to be censored. As such, they should still be treated as works potentially harmful to the faith and, if there is a good reason to read them, they should be read with the necessary caution that entails.