Hmmm... Looking at the other pedal, there is a bolt when you remove the cap. I don't know if this fell off whe the pedal came apart, or if it was at some other point... When I went to look at the part of the pedal that was stuck to my shoe, the cap was still on tight, but it was dark, and I was looking at it under a streetlight as I pulled it apart...

Still doesn't make me happy.