Nope. Are you certain the spring didn't drop into the skid plate without you seeing it? They're relatively small and might not make enough racket for you to notice it.
I bet you had to order one as it's probably not real common for a dealer to stock those springs.
Not sure what kind of issues you could run into. Hopefully not any oil starvation.
Isn't that spring supposed to add tension to the filter to help it seal against the block? Without it, I'd expect some amount of oil to bypass the filter. Going to be an interesting discussion with the dealer...