Mine is in a little plastic bag in the little black zippered hard sided tool kit next to the spare tire. And yes, if the tire/service tech does not put it back, you may be SOL to change a tire.
For the GX, it's in a black plastic bag that hangs off the jack. When you open the tailgate, it's on the left (drivers side) behind the plastic door that's held in place by two tabs.
Jim