We do not "swallow" the index. You must distignuish between the geometrical object and its components, and that is not unique to forms, but occurs for all vectors:
If you have a vector $v\in V$, where $V$ is some vector space, it has no indices. It's just an element. Now, if you choose a basis $e_1,\dots,e_n$ of the space, you write
$$ v = v^\mu e_\mu$$
and physicists often call the collection of components $v^\mu$ together with their transformation behaviour "the vector".
Now, a $k$-form $\omega$ on a (spacetime) manifold $M$ is a map that assigns to every point $p\in M$ an antisymmetric $k$-tensor $\omega_p$, i.e. $\omega_p$ eats $k$ tangent vectors $v_1,\dots,v_n\in T_p M$ (formally, we have $\omega_p \in \bigwedge T^*_p M$). This means $\omega_p(v_1,\dots,v_n)$ is finally a number, and, as a geometric object, $\omega$ is a map $M \to \bigwedge^k T^* M$.
Now, physicists don't like to talk about these abstract objects for some reason, and prefer dealing with their components alone: Given coordinates $x^\mu$ on $M$, the tangent vectors have a natural basis in the $\partial_\mu = \frac{\partial}{\partial x^\mu}$, i.e. we can expand $v = v^\mu \partial_\mu$.
Correspondingly, the cotangent space $T_p^* M$ has a dual basis denoted by $\mathrm{d}x^\mu$ defined by the relation $\mathrm{d}x^\mu(\partial_\nu) = \delta^\mu{}_\nu$.
We now just write $x$ for a point on the manifold and have now two ways to look at the "components" $\omega_{\mu_1\dots\mu_k}(x)$ of $\omega$:
Put the basis vectors in: $\omega_{\mu_1\dots\mu_k}(x) := \omega_x(\partial_{\mu_1},\dots,\partial_{\mu_k})$
Expand $\omega_x$ in the basis $\mathrm{d}x^{\mu_1}\wedge\dots\wedge\mathrm{d}x^{\mu_k}$ of wedges of cotangent vectors:
$$ \omega_x = c_{\mu_1\dots\mu_k}\mathrm{d}x^{\mu_1}\wedge\dots\wedge\mathrm{d}x^{\mu_k}$$
and call the coefficients $c_{\mu_1\dots\mu_k}$ then $\omega_{\mu_1\dots\mu_k}(x)$.
So, when a physicist writes $F^{\mu\nu}$, they mean by definition that there is a $2$ form
$$ F : M \to T^* M \wedge T^* M$$
which may be written as
$$ F = F_{\mu\nu}\mathrm{d}x^\mu\wedge\mathrm{d}x^\nu$$
or, depending on the convention, as
$$ F = \frac{1}{2}F_{\mu\nu}\mathrm{d}x^\mu\wedge\mathrm{d}x^\nu$$
since many people introduce a $\frac{1}{k!}$ into the components of a $k$-form to cancel out the "overcounting" of values that occurs due to the antisymmetry properties.
To finally answer your question:
No, $F$ is not a shorthand for $F^{\mu\nu}$ in the usual sense of a short hand. $F$ is the actual geometric object and $F^{\mu\nu}$ are its components in a particular coordinate basis. And, whatever you may have seen, we have $A = A_\mu\mathrm{d}x^\mu$ for $1$-forms, so you may also not use $A$ as a "shorthand" for $A^\mu$ - again, one is the geometric object, the other are its components.