Yeah, its not the nut that is missing. If that was the case the hose wouldn't even stay on (with or without water in the line).
A hose clamp is a good idea, but its on a tapered nipple, so I doubt it would hold on too well - I might give it a try if Aqeuon can't get me another ferrule like the other end has on it. Otherwise, it's probably getting returned since it doesn't work straight out of the box.
I'll post pics tonight since Aqueon also seems to need a visual aid.