We do create some default indexes that PostgreSQL does not, but these defaults can be turned off. We also allow you to create indexes after bulk loading data, if you want to compare apples-to-apples.
But to be clear, the indexes Timescale creates are the same, or can often times be cheaper, than PostgreSQL (remember, TimescaleDB is implemented as a PostgreSQL extension). We're always happy to help people work through proper set up and any implementation details in our Slack community (slack.timescale.com).