Yeah that that’s the locking collar for the spring you are referring to, your shock body should have one also. Since is not supporting the cars weight it’s not catastrophic that you don’t have it on there, but regardless it should be there so the the dampening ROM doesn’t get out of whack based on your selected ride height.
For reference: you want the shock travel to be right in the middle based on your ride height for the optimum ride and longevity of the shocks, so say the stroke was 6” you want adjust your shock threads so that when the cars loaded at ride height you are roughly showing 3 to 3.5” on the shaft.