I think we can all come up with using a pocket, geniuses that we are, and I have to admit to using a pocket to hold the lens cap, but in the winter time, I'm wearing
gloves so the pocket idea doesn't work well.
Have you also noticed that while pants for males all seem to have pockets, a lot on women's pants don't. I don't think my wife owns a single shirt with a pocket either. So it seem that not everyone can always have a pocket handy.
Keeping it in the bag might also be an issue when you don't carry a bag. I see lots of single lens DSLR and SLR carrying by people. Would you keep the lens cap in the bag if you were wearing a backpack style camera bag? I suppose maybe, if it had a side pocket or pouch you could reach, but the chances of missing and not noticing in a rush seems pretty high.
It seems to me that while both the pocket and bag idea are very workable solutions for a lot of people, they are not universal solutions.
Thank you
Russell