That is funny! The reason being that the same thing happened to me this weekend. (It's the filter screen that holds that in not the valve body.) This is precisely why I hate doing something I have not done before on a vehicle. There are always "gotchas", some bad, some just funny. But nobody seems to think it important to mention them!! This one could have been bad.
I too was removing the filter when something dropped into the oil pan. It wasn't until I was crawling out that I happen to see that little piece sitting in the pan with all the gasket shavings and wondered what the heck it was. So I got out my factory manuals, and sure enough, the details on the C4 mention it. And they mention "Don't lose the spring that goes with it." Then alarm bells go off. I never saw any spring! So back to the oil pan and fishing around in its murky depths I find this spring that I had never seen before in my life.
Here's the thing: Absolutely none of the C4 service instructions for changing the atf say one word about that little gotcha. Fortunately my experience turned out o.k.. But that could have been a real show stopper.