A strain relief is part of a cable placed near each end to minimize the odds of cable damage due to an excessively sharp bend at that position. If the cable is connecting devices with jacks that are not parallel, this is the point of the cable that is going to have the strongest bend, especially if the cable is taut.
A strain relief is shaped like a rubber cone with a sequence of notches cut out of it in an approximate checkerboard pattern. The cable can be bent under the strain relief, compressing the notches, but the solid blocks of rubber prevent it from being bent sharply; they press together, preventing further flexing. A good strain relief allows this in any direction; some strain relief designs only allow flex in two directions and are relatively inflexible in the others, resulting in a possibility for a kink immediately after the strain relief if the cable is pulled in the wrong direction.
A missing strain relief can be replaced with strategic use of electrical tape.