I got the delivery of my xchange kit today. When I dug thru the big box to the little box, I was surprised to only find the barrel. I was under the impression that another bolt would be included.

Should there be a bolt in the kit or not?

No reason for another bolt.
Both calibers are based off the same casing.

As creslin says, no bolt needed.

There should be a #27 torex wrench in the box as well. You need that, or a similar tool, to switch out the barrel. Mine also had an updated MCX owners manual.

Back when they started pre-selling these, Sig was advertising to some an included handguard and others a new bolt. Turned out to be neither. Call them and talk to them (if you preordered). You may get something out of it.