Yes, packing peanuts are primarily unwanted male chicks, often of a different breed than your order, and they're included to help keep all the chicks warm during their trip from the hatchery to you. They are free.
All the packing peanuts I've ever gotten were male. All the hatcheries I know of (except My Pet Chicken, which isn't a hatchery - they get their chicks from Meyer) do this. Some hatcheries, like Ideal Poultry, give you the option of declining packing peanuts (they call them "Males for Warmth"), but if you do this they will not refund or replace if anything happens to your shipment (i.e., they are DOA).