the pistil is quite common in pepper species, i have seen it in other types as well, it a genetic defect but a recessive one
nit-picky, but I think we ought to call it the "style." "Pistil" refers to the entire structure of gynoecium, style, and stigma, and the gynoecium part of the pistil is what normally develops into the pod. The style remnant is usually just a little hair-like structure off the tip, only here it's fleshier.
Hmm, that's not a pistil or a style.
Huh, that's very weird. I'm not sure what's going on with the style. Maybe it's growing into it.