This wire guide under the PCB serves to guide the wires and avoid any potential short-circuits that could be caused with the pins that go through the PCB.
Here are a few images of the design:
Where is it located - on top of the module acetal isolation cover, below the PCB
View of the underside of the piece that shows the cover to the PCB
Section view showing the cable crimps that it connects to:
What wires need to go through here and where do they go?