That is weird. None of the Mac fan sites that I can find makes any mention of a IIsi coming with an internal CD ROM or of any upgrades from Apple or third parties to allow that. You might have a prototype or some rare model that was only released in limited quantities or in limited markets which may be why nobody has done a write up about them yet. Of course, it could also be a very good hack by a talented former owner. Does the slot on the front panel look like it was molded that way? I'd get inside the guts of that machine and look for any prototype markings or labels or any third party markings if it is an upgrade kit.

My IIvx had the same caddy load CD ROM before I turned it into a Quadra. The IIvi was the first Mac to have a CD ROM drive and that didn't come along for another 2 years after the IIsi. I am leaning towards a very talented hack job because that CD ROM drive wouldn't have been available when the IIsi was new or in the prototyping stage.