There's lots of photos of that chassis, including some that do indeed show a banded pulley retaining gizmo.
There should be a springy steel strip that has a couple of holes in it at its ends. The strip is loosely bent into a rough circle around the pulley hub so that the end holes overlap, and into which goes a brass screw and nut. The screw end also fits into the hole on the pulley. Tightening the screw puts pressure on the tuning cap drive axle by pushing against the flat spring ring. This arrangement serves as a slip clutch so that the gear train isn't damaged if a three year old decides to spin the big tuning ring all the way to the end and past. You can adjust the degree of slip by the amount of pressure that the screw exerts on the axle. Since the station pointer is firmly affixed to the axle and not the pulley, any pulley slip will not affect the dial pointer calibration.
If the spring band broke and split, it would fall off the axle but ***might*** be lodged in the cabinet or chassis somewhere. Worth a few minutes to look for it. Even though it is broken, it would be useful as a pattern.
The pulley COULD be removed and the hole tapped to accept a suitable-sized setscrew; however, this would eliminate the slip-clutch protection and would leave the set open to expensive damage from ham-handed users (and three-year-olds!)
The Zenith factory approach was a cheap solution to the problem. Someone with a little mechanical skill could no doubt come up with a much more elegant way to accomplish the slip feature.