If that was "sold by Amazon" as a new product, rather than a third party Amazon Marketplace vendor or a used/refurbished product, you may have fallen victim to someone scamming Amazon returns. In that situation, Amazon will normally replace it if you open a support ticket with them within their returns period. Some people engage in returns fraud with Amazon, to get themselves a free upgrade (risking criminal prosecution, if they are caught). If Amazon don't spot that the contents of the box have been swapped, the next "lucky" customer gets someone's old product. I've had things like a cheap used no-PWM fan in a Noctua box from Amazon, it's annoying, but they have always replaced it without a fight.
If it's an Amazon Marketplace vendor, some of those vendors are more honest than others (some are completely legit, well known companies just selling through Amazon), and some are no better than a random eBay seller. Amazon just act as a transaction broker, like eBay, for Marketplace transactions. Unfortunately, sometimes you get the same returns fraud problem with otherwise legitimate companies selling through Amazon.
As for the clip itself, it's not really essential as long as you secure the card properly on the slot bracket and maybe use some sort of anti-sag solution (the clip doesn't really help sag, but anti-sag will help ensure the card stays in place). Some server and workstation boards don't have any slot clips.
