From Whats New for 16.2...
Mechanical pins are non-logical elements, typically used as
mounting or tooling holes and fiducials. Manually drawn keepout areas are
traditionally attached to the mechanical symbol to restrict etch around the
perimeter of the hole or pad. A new pad usage option, Enable Antipads as Route
Keepouts (ARK), permits the antipad associated with the padstack of
the mechanical pin to be used as an implicit route keepout area. The mechanical
pin checks are located in the Design Modes form.
-- you also need to go Setup-> Constraints -> Modes,sekect Design Modes tab and enable the 2 Mech pin checks