That's the orange safety plug socket that. The white plug plugs into an orange receptacle that tells car orange plug inserted
If you're talking about the white connector, there has to be a mating connector somewhere on the car's harness. I don't remember if it is part of the harness inside the battery case to the ecu, or if it goes to the vehicle harness at the back left corner of the battery case. That is part of the safety interlock circuit - that lets the hybrid control ecu know if the fuse plug is fully installed or not. The car should not go ready if the connector is unplugged - if it does then something is very wrong - fix it before driving! Posted via the PriusChat mobile app.
My 2005 Prius has exactly the same interlock switch for the orange HV safety plug. And yes, it does connect into the main wiring harness. With that said I haven't been able to find this interlock in the wiring diagrams for either 2004-2005 or 2006 model years.
I believe you can see it being disconnected from the harness in this video at 11:50, and reconnected again at 22:00. One of 3 connectors connecting to a single harness bundle.