Is the MacBook Pro Retina (Old Version) meant to come with an extension cable? Is this Apple MacBook Pro ME665LL/A 15.4-Inch Laptop with Retina Display (Old version) meant to come with an extension cable to plug into this charger?

This is the cable I think is missing from my package, and the cable I got:
Correct - you are a missing that component. Assuming you purchased directly from Apple, You’re supposed to get the magsafe, as well as the extension AC adaptor. Contact Apple support or visit your local Apple store if applicable.