That is mostly there for another reason, to distinguish between different voltages.
When a connector is meant for a different voltage the Earth connector (which is thicker than the rest) gets moved along the circle so it would be impossible to plug it into one with a different voltage. The nub stops you from just turning the plug to make it fit.
Greetings from Germany from someone who has used these quite a few times, mostly 16A and 32A variants and has never seen a locking one.
