AWS DMS creates tables with no auto_increment
If DMS is told to create the table on the destination (the default option) it only creates the most basic structure needed to move the raw data over. So you shouldn't trust that other metadata like default values are moved over either.

You can either migrate all your changes after moving the data, or create the schema first on your destination and tell DMS not to create tables.

Just keep in mind that copying data with indexes at the same time is much slower, so if you have a lot of data you can create them afterwards or simply just wait longer for the sync.