Nope. No digging. They just hold open the cartridge port flaps, and they won't scratch up your Genesis or anything. I've had my 32X for years, and it hasn't left a single mark on my old model 1 Genesis... and I've hooked up and unhooked that 32X a lot.
You might be thinking of the Sega CD plates that attach to the bottom of the Genesis. You put a metal plate under there, and it attaches with a screw, and a few tabs that slide into place (it's an RF shield... which now that I think about it, might be what those metal tabs are for the 32X). But even that won't do any damage really unless you handle the plate clumsily.
And yeah, putting out the 32X was a rather poor move on Sega's part. But the little mushroom system did get some fun games during its brief lifespan, so it wasn't a total loss... especially if you picked it up for $30 new (with Doom) when stores were trying to get rid of them.