It's difficult to find out some information on the Stepwagon RK5 so I thought I'd document my findings here for future reference and to help others.
This was missing on mine. The dealer who imported it tried to get one but it was the wrong fitment. The part number is 35104-SZW-J01 and it clips back on. It has been discontinued in Europe but is still available from Japan via importers (e.g. JP CarParts).
The knob slides on in one direction and clips into place. There's a flap to allow you to enter the key into the ignition without removal.