pci express connector mechanical feature
Exactly, this feature is for optional fastening of PCIe cards and it's known as retention ridge.
Quoting from the PCI Express® Card Electromechanical Specification (Rev. 2.0):

an optional ridge feature is defined on the top of the connector housing on one side.
This feature can be used to facilitate card retention.  A retention clip may be mounted
on an add-in card and latched on the ridge.