A support document released after the release of Apple Vision Pro clearly states that if you lose the headset, you can only use "Find My" to lock it, but you cannot locate it to find it. Presumably, Apple is relying on the headset’s size and protective cover to prevent loss. That's a good thing, because a support document released on Friday clearly states that the owner won't be able to use the iPhone to find it.
"When you turn on Find My, you can protect your Vision Pro with Activation Lock, but you can't use other Apple devices or the network to find Vision Pro on a map, play a sound to help find it, turn on Lost Mode, or delete it remotely," Apple said in the filing.
This is likely an engineering choice, as the headset does not have a battery. The battery is connected to the side of the headset via a detachable plug. When the battery is disconnected, the device does not provide a "grace period" for a new battery, but simply shuts down.
If it does get lost, there's also Activation Lock to lock down the machine, which can be set up in Find My, just like you can remotely lock other devices if it's lost.
However, as an alternative, AirTag can help you. And Apple sells backpack-sized travel bags for the device that have enough room for tiny tracking tags.