"Really easy to lose" is in the eye of the loser. I have had my Apple Pencil for nearly 2 years and haven't lost it. At first I was paranoid about it so I bought one of those rubber cap/straps. It simply got in the way so I removed it. I have a portfolio case for my iPad Pro that I use for transporting it to and from work, and it has a little elastic loop to secure the Pencil.