Well that didn't take long ---
A Google search turned up multiple threads from this and other F150 forums about this problem. Apparently it is a chronic problem on the 04-08s. No one seems to have found an answer - Ford does not sell the part individually, you apparently have to buy the entire shifter ****.
The most popular suggestions are super glue, gorilla glue, or something called Welder from Wally World. In other words, glue it back on. Some say they've had to do it over and over.
There is a complete shifter assembly on ebay at the moment that exactly matches my 06 Lariat (it was pulled from same) for $65 opening bid. I'll go $5 for the cap if anyone else needs the rest of the assembly for $60
Now where did I put that gorilla glue?
OH - forgot to mention some did say they swapped out for the Mark LT shifter - up for doing another mod Patman?