I bought that M4 from Lamnia.com, a retailer from Finland, EU (I live in Romania, EU), and not from them directly. Yes, they ask too much for a wireclip - yet, I understand why a company would not replace a missing part for free (don't get me wrong, it's awsome when they do that, like in your example about Benchmade's customer service).
I am sorry to hear that you will not buy anymore from them (as I assume you bought that LionSteel KUR because you liked something about it more than you liked another matching-priced knife). I probably felt the same way as you do now if they wouldn't have replaced my sample.
As before, I suggest to ask someone (or do it yourself) to fabricate that wireclip ; it looks very simple, and with a springy wire shaped like the original one, no one would see the difference. You can source the materials from a local car service shop, scrap metal, etc.
Best regards, Korbin.