Yes, that's a client feature. If you have an identifier set you'll get a check.
You can host the .well-known file on your web site or pay for someone else to host it like https://nostrplebs.com/
Discussion
iris is where I see this
Blue = a followed user
White = you don't follow but 1-10 of your following follows the user (hover over the icon and Iris shows the count)
Yellow = you don't follow but over 10 of your following follows the user (hover over the icon and Iris shows the count)