Same, my original had it and my replacement didn't.
I think it's a thermocouple for inlet air temperature but using some decent diagnostic equipment at my work to look at live readings before and after replacement, I don't believe the ECU is looking for a value from it.
yeah, the other part of the wire is inside the plastic, but i think you can see a bit of it at the end of the housing-but cleaning it is really difficult. These are self cleaning anyway, so personally, id buy a new one.