Firstly, thanks for the answer!
As of why I would not directly specify the sum for each index, is because I have no choice: my data have this shape, with some indexes appearing twice or more, and I have to work with it. I don’t decide of the shape of it, it comes like that.
Grouping by index and summing as you say would also answer my needs (like a groupby operation on a pandas.DataFrame and then aggregate with a sum, and then doing to_be_filled[index[:, 0], index[:, 1]] += values or to_be_filled[index.split(1, 1)] += values as you said), but I am convinced that there is a way to do it the way I said. I just find to find how.