He would have it in his pockets because he’d gotten used to keeping it on his body, having lived in the streets of london for 6 months. Plus, he’s 14 and carrying a doll and maybe he didn’t want to share that with the others.
You’re right though, Phee, that Rumpel wouldn’t have wanted to leave without Bae, and there’s t-word issues about how Bae left before the curse.
I think it makes the most sense then that Rumpel came to NL for the curse either before Bae showed up there, or that he didn’t realize Bae was there when he came. PP of course would not have told Rumpel he had his son and Rumpel would not have said why he wanted the curse.
“If I had a world of my own, everything would be nonsense. Nothing would be what it is, because everything would be what it isn't. And contrary wise, what is, it wouldn't be. And what it wouldn't be, it would. You see?” -- Lewis Carroll, Alice's Adventures in Wonderland & Through the Looking-Glass