Alright, have dragged the big guy out this evening... and yes that dark plastic piece is there. Thankfully what I surmised about the arm not feeling loose at all was correct... it must sit really quite loose if that piece is missing!
So did you manage to get a swap? I think we'd be hard pressed trying to do that in Perth as they seem to fly off the shelves pretty quick, except at TRU with their ridiculous pricing. Just a thought if you haven't swapped already - my box had loose rattling pieces when I got it, one being the missile and the other being one of the shoulder guns. Might be a teensy chance that piece became loose and is floating around in the box...??
Also, I was thinking what I'd do if I needed to get a swap, considering having spent nearly 3 hours applying the stickers. I think I would've bought one, pried the piece out to use in mine, and returned the new one claiming it was missing the piece... not sure if that's considered wrong, but it would've been Hasbro's manufacturing fault nonetheless, and what I've bought would've been status quo.