Note:
—
While this problem can be VERY confusing to diagnose depending on the situation, it does have a very reasonable workaround:
Instead of doing:
jsonArray.withIndex().each{Object str, Integer index -> currentBuild.echo("${idx.toString()} : ${str}")}
We can do:
jsonArray.withIndex().each{Tuple2 tuple2 -> currentBuild.echo("${tuple2.first} : ${tuple2.second}")}

Groovy adds withIndex() method to iterables which turns each element into a Tuple2 of Element + index.  When using any of the groovy collection methods following withIndex(), Groovy then typically deconstructs the Tuple2 in the closure, but that doesn't seem to happen when using withIndex() on Jenkins. 

The outputs below demonstrate the issue pretty clearly.  
 

// Run this in a Jenkins step

String jsonStr = "['zero', 'one', 'two']"
JSONArray jsonArray = new JsonSlurper().parseText(jsonStr) as JSONArray
jsonArray.withIndex().each{Object str, Integer idx -> currentBuild.echo("${idx.toString()} : ${str}")}

// OUTPUT from jenkins
// [Pipeline] echo
// null : [zero, 0]
// [Pipeline] echo
// null : [one, 1]
// [Pipeline] echo
// null : [two, 2]

// Run this locally in a groovy file or unit test

String jsonStr = "['zero', 'one', 'two']"
JSONArray jsonArray = new JsonSlurper().parseText(jsonStr) as JSONArray
jsonArray.withIndex().each{Object str, Integer idx -> println("${idx.toString()} : ${str}")}

// OUPUT Local
// 0 : zero
// 1 : one
// 2 : two