I really don't understand the rationale behind not having an in-built solution.
Simplicity. Why turn a $3 lens cap into a $50 over-engineered lens cap management solution.
Leashes may be fine for some, but I find them annoying to me and distracting to subjects (although possibly a bonus if you shoot lots of cats and dogs). Plus the leash costs more than a new cap.
Endigo has the same solution as I, always put it in the same place. I've never lost one.