Using a common table that is referenced by a common predicate will create an implicit index, but only for the first attribute - in the case of a composite key a multi-column index will only be created if an array/row value comparison is used.

For example:

with as (...)
select (... from x where x.col1 = y.col1 and x.col2 = y.col2) ... from y

should add an index on x using both col1 and col2.