That's not good. You sure it's not hiding in the box somewhere or already attached to the headset? If not they should certainly send you one. Just as an aside you should get yourself some prescription lenses, the experience is far better than having glasses on. However, even with the lenses, you still need the glasses spacer as they protrude a bit more than the lenses. But for a quick solution you can get this product on Ali Express, it's very comfortable, more than the official, has air vents and built in space for glasses so you don't need the spacer and it's cheap. It will arrive quickly too. I have one, works great! Happy New Year and enjoy your new headset!
I just found this on AliExpress:
820,20TL | HUADAI design Face Cushion Pad Compatible with Quest 2/Quest 3/Quest 3S Accessories , with Glasses Spacer Air-Circulation Design
https://a.aliexpress.com/_c3S2Wxk1