I have just bought this saw and was also confused about the black plastic strip. I worked out as indicated that it is attached to the fence when cutting thin strips for safety. In your picture you have the dust extraction adaptor on the blade guard, it should be fitted to the extraction port on...
I have been scroll sawing for just over a year now and really enjoy making lots of different pieces for family and friends. Recently upgraded my Record Power saw to the Axminster 535SS, great for all the internal cuts.