It's just not supported.
Plesk doesn't officially have the listings enabled by default, so we made changes to have it do that (it was the same behavior our old cPanel servers had, we were tired of support tickets to explain the 403 error that Plesk showed by default, users preferred it and often asked for them to be enabled, and it often makes abuse stand out since they wouldn't hide the listing and leave files like "script phising.zip" in their root...yes that was a real file we found). Specifically, we forced it in the Apache config. Apache doesn't always let you override that option for some reason (the Options line in general doesn't very work well on Plesk).
The easiest way to accomplish this on our service is to just put an empty index.html in the folder...