The mSATA connector was "borrowed" from the mini-PCIe connector used for WiFi and cellular cards. Rather than spend money and engineering effort to design a new connector, manufacturers simply re-used the same mini-PCIe connector, but wired to SATA instead of PCIe.
Many desktop motherboards had mini-PCIe connectors for add-on WiFi cards (before M.2). The technical specs for the 7010 says version 1.2 comes with a mini-PCIe slot (#7 on page 10). So what you've got is a mini-PCIe connector, not a mSATA connector. The mSATA drive will not work in it.
http://www.dell.com/downloads/global/products/optix/en/optiplex_7010_technical_guidebook.pdf
Edit: If you can't return the Kingspec mSATA SSD, you should be able to use it with a...