I would seal it with some black silicone. I had one come loose and stated to slap the window it was over 100 F that day tho. Taped it down until I got it fixed.

 

my 03 doesn't have one either. no leaks

 

hmmm interesting... brings me back to my original comment... Ive seen several around with out them as well... I wonder if its just an 03 thing.... still hoping others might chime in... Either way I have ordered the part. but now im worried that if I put it in that it might cause more of a problem. If the original design is to not have one then adding one might cause water to sit in the channel...