The notch indicates that it's an active cable that requires power from the device it's attached to. Not all devices support active cables, though all equipment I've used does support them (I'm particularly hesitant of that off-brand disk shelf). In any case, if the device doesn't support active cables then the cable should not latch all the way into the device, making the incompatibility obvious.

Also, all the cables pictured in this question are SAS 2.0 (6Gb), where there is no directionality to the cable. The three little groves in the middle of the connector were originally to key direction (the center groove was always present, but the right and left were only on one end of the cable to correspond with the "in" and "out" of the SAS device they were plugged into). The older SAS 1 cables are compatible with SAS 2 devices - SAS 3 (12Gb) breaks this compatibility with different connectors).