Those indents, or bends make it so the part is lifted above the PCB, (through hole), make it so the component has some room for air flow. Or that was the explanation I received when I asked the same question about 10 years ago.
Straight through leads you could optionally bend to put in the gap for air flow.
Other manufacturing differences can make size variations in capacitors including dielectric material, plate material, gauge specifications, etc... for any given set of capacitors, at a given capacitance, thermal rating, and voltage rating.
Electrolytic Capacitors are not the only devices that will come with the crimps in leads. I have seen fuses, Mylar and ceramic capacitors, transistors, and resonators, with factory crimped leads.
I'd be willing to bet the 1/2 second it takes to crimp the leads saves manufacturers money to omit.
I can take some photos of in-circuit parts like this, if you like.
As @Spehro Pefhany suggests, you will likely see lest of this in the future, as through hole components disappear.