I ended up buying a case (for protection in transit mostly) that happens to come with a pen loop (along top edge) so I'll be using that. Just as well seeing as my pen stick on pen loop was never going to stick to anything as it was packed, already stuck to the instructions booklet! I did call up for a replacement but although they sell them for £4.49 each, they couldn't just send me one - I'd have to return my whole keyboard to get a new keyboard AND pen loop. Yes, they'd pay for all the shipping but what a joke, for a teeny piece of fabric and plastic!
But I think the best solution would be a simple slot for the pen clip to go into as others have said...