Assuming you are referring to the latch at the rear of the PCI-E Express 16 slot on your motherboard, my impression is that you are expecting the latch to "click" the same way the DIMM slots for RAM do when you fully seat them, is that correct?
It's not quite the same type of latch as those on the RAM slots, which do make a distinct (& quite audible) "CLICK" when properly seated in addition to being able to see that the latches are engaged because they fill the grooves at the end of the RAM sticks.
FWIW, The PCI-E latch hasn't completely filled that little groove/cutout at the end of the connector on my Gigabyte GTX 1050 GPU in either my current mobo or the previous one. I can't recall if the GTX 750Ti I had before did either, but I want to say that it did not.
For clarification, this is what you are referring to, correct? If so, I wouldn't worry about it, as long as you feel it seat & you secure it to the case with screws, you're good.