Steve - a friend recently took his HP-41CX apart and noted that there *is* a little strip that connects the keyboard to the (I believe). I did not see it (phone conversation), but he mentioned that it is constructed of some kind of spongy material with contacts on both sides.
When he reassembled his (with the connector strip), it didn't work at first -- he had not tightened the screws under the rubber feet enough. Tightening these restored the calculator to operating condition.
If you lost the piece, you might hunt down a busted HP-41 for parts.
Good luck! -Dan
(email address is valid when the address component in CAPS is removed)
The X-Number World of Calculators