They do that to balance them.
It's not like a wheel/tire combo where you can add weight where it's needed, so they have to remove some material instead.
That's why I went w/OEM rotors. Better castings = better balance. It's not a big deal, but the reduction in rotor mass in that area will lead to that section of the rotor running hotter than the rest.
Realistically, I doubt this will make any difference. I wouldn't worry about it.