You have, of course, checked that the card is not in with the Handbooks etc or tucked away in one of the pockets or glove locker. It might even be tucked in the holder on the back of either sun visor.
I used to work for a company that moved 2nd hand cars including collecting end of lease cars for return. It was truly amazing where some people stored things like this or the locking wheel nut key. We would even find their fuel cards, and on one occasion credit card, tucked away in a "safe" place.
Do not take no from the lease company. They will have checked it was present because if not it is an excuse to charge the leasee for a replacement (which they would prefer not to have to purchase)