From what I have seen, it should be in the box containing the pen.. unless cost co asked it to be removed for their bundles so they can sell it separately?
I presume you have already emptied the pen box, lifted up the pen holder etc.
It would be in with the keyboard, however I wouldn't recommend it because after a couple of days the pen loop falls off due to the weight of the pen :/
the pen loop is sort of laughable. I made a pen clip for my surface pro 3 that you can 3d print. I haven't used it on a surface 3, but I imagine it will work as well: Cubify - Express Yourself in 3D
Exactly. I purchased a silver Pen for my fiance but it had the Surface Pro 3 branding on it. The new silver Pen has the general Surface branding instead. The older ones don't have the pen loops as those were including in the Type Covers for the SP3. The newer ones have the pen loops because those aren't included with the Type Covers for the Surface 3. So it all depends on what version of the Pen Costco through in. I have personally come across some units that have the older Pens and some with the newer, they all seem to be a mixed bag. You can probably get a free one from your local MS store if you really wanted, you can buy one online for $5, or MS will send you one. They really don't seem to care about the Pen loops all that much.