What is intracellular retention?

Based on this line from the paper you linked, it seems like they are using intracellular retention to refer to proto-cadherins being taken up in to the cell via endocytosis.

It is possible that the effects of deleting the intracellular domain might be a result of loss of an organelle retention signal located in the cytoplasmic domain of the protein and/or a decrease in endocytosis of the protein accumulated in the membrane.

This paper also refers to intracellular retention of cadherins in the context of endocytosis of proto-cadherins: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3216661/

Based on this information, the quote from the Wikipedia page ("The cytoplasmic domain also mediates intracellular retention, a property which distinguishes the clustered protocadherins from the related classical cadherins.") seems to be saying that the cytoplasmic domain regulates proto-cadherins on the cell membrane being taken back up into the cell via endocytosis, hence retaining them intracellularly.