Please note that in general the refractive index is a fucntion of wavelength/frequency. When you specify one value of the complex refractive index, it will mean all the wavelength/frequency you simulate will use this value, which might not be true. Then you band structure will not be correct at other wavelength except near the wavelength where it indeed has this material property.
If you want, you can add a nk object from material library, and then specify the complex index. It is likely that the small loss may not affect the band structure.