That thing fell out of Cloud City and as far as we know was just lost in the clouds of Bespin. Where did she get it from???? She promised she'd answer that and she never did.
Stupid mystery box.
"A good question, for another time."
Considering all of the other totally inexplicable stuff going on in this movie, I guess they felt safe leaving this one unanswered.
And that's why a mystery box is such a dumb plot device. You build up the audiences expectations with this huge big reveal and now you've overpromised which is likely to lead to you under delivering.
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