We already had many discussions on the holes here. Basically there are 3 theories.
1: The holes are intended to "lock" the plug insode the receptacle. I've seen some NEMA receptacles that definitely do this. They have a small protruding "ball" on the contact springs.
2: They're intended to clean the contacts.
3: They're only used to hang the plugs during the manufacturing process.
4: They're there to save metal.
2-4 seem rather weird to me, #1 is proven to be correct.