If your directory isn't well edited or it appears that your are are simply trying to sell links you could have your visible PR removed. Some directories I know about have lost search engine rankings, but that has been fairly limited. Those sites lost their rankings for reasons that any site regardless of content would be penalized.
Why would Google want to index them? Of what use are they to the searcher? Would you want them in your search results if you searching for something? (unless you looking for a directory link to add your site to)