The SD card slot is no more. From the images there, it seems that the casing no longer has the slot, and the PCB no longer has the SD card interface, and instead (just the/a) hardwired memory chip (probably similar to those in their other products, so 2MB).
A notice on the DSO Nano V3 page reads: “NOTE：For DSO Nano with SD card slot, it is not available now. If you get one from our distributers’ stock, please click here to check the document.” ( There is no link anywhere in that sentence. )
The description of this product could use an update :)
Edit: As to what you’re missing – it would store captured waveforms on the SD card – it can now do so on the internal memory, if I read that note in the forum correctly.