It could not have come out of the spindle as part of the machine. That spindle just has enough room for the drawbar to pass through, and its one piece, with only the set screw key protruding in to it. 99% sure its not part of the machine, there is always that slight chance, but I do not recognize that part, not at 1" long and 1/2 diameter.
It does look kind of like a few of the parts in the power down feed assy, but not that big. These are small 6-8 mm threaded parts.
Does it happen to be a 7/16-20 thread? What tooling were you using in the machine when you found this part? I've seen certain R8 tools have a screwed in plug at the bottom of the threaded part where the drawbar screws in. Are you sure it didnt come out of your tool? That is the only way anything could have came from up inside of the spindle. And even if that case, it would have been in the way of the drawbar screwing in. There isnt much room up inside of there, and there is not anything that would hold it in. The drawbar would not be able to screw in to a tool if that part was inside of the spindle, but it would just drop out anyway. It could not possibly have fallen off to the side, its just a bored hole with the tiny hole for the set screw that fits in the R8 Keyed Slot. Thats it.