yea, that *is* strange. I finished a build with the i7-5820K just about a week ago. It didn't have that. From your image, it also looks as if that raises the surface a little which means the heat spreader won't fit securely. I'd look to see if I could return it.
Edit: Damn, I usually take a picture, but it seems I must have forgotten. I was going to add it here. Sorry.