Will have a whinge at Canon UK CS and see if I can get one in the mail as their own user manual says you have to use that part when putting it on a tripod with an EF lense!
I tried that but with no joy so far, but I am still exchanging emails with them
Canon support agreed the part was missing according to the instructions and gave me the details of their 'preferred supplier' to contact to have one shipped out.
But then Canon wouldn't authorize their preferred supplier to send me the part as Canon said it is not missing from the box.
And the preferred supplier won't sell me the part either as they are not allowed by Canon to sell parts, only complete items.
So you can't buy an M5 in the EU without the included adaptor sans tripod mount, and you can't buy the tripod mount alone.
Amazon can't supply the part either (not surprising) but are quite happy for me to return the M5 for a full refund, but that seems a rather dramatic course of action.
So I have gone back to Canon again and told them that this seems a rather strange state of affairs and asked once again that they supply me a tripod mount.