It's extremely common on Pentium 4 motherboards. Only ultra-modern Athlon boards are starting to come with it now.

Yeah, it's just really fishy that the user manual would say that the connector is "optional." Like "Optional If You Want Your Motherboard To Work?" Or "We Just Wanted to Put it There so You'd Have a Place to Put the Funny-Looking 4-Pin Connector" kind of optional? Very odd. I will try attaching it tonight to see if it has any effect.

And, again, the thing was working properly without the auxilliary connector. Why the hell did they need to introduce yet another 12V power connector???